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On a metric on the space of monetary risk measures - MaRDI portal

On a metric on the space of monetary risk measures

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Publication:6321106

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arXiv1906.11205MaRDI QIDQ6321106

Shavkat A. Ayupov, A. A. Zaitov

Publication date: 26 June 2019

Mathematics Subject Classification ID

Special maps on topological spaces (open, closed, perfect, etc.) (54C10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Variants of convex sets (star-shaped, ((m, n))-convex, etc.) (52A30)

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