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Monetary value measures in a category of probability spaces

Takanori Adachi and Yoshihiro Ryu

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Abstract: We generalize the notion of monetary value measures developed with category theory in [Adachi, 2014] by extending their base category from the category \c{hi} to the category of probability spaces Prob introduced in [Adachi and Ryu, 2016].

Date: 2017-02
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