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arXiv · 1906.11205

On a metric on the space of monetary risk measures

Sh. A. Ayupov·A. A. Zaitov
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Abstract

We introduce a metric on the space of monetary risk measure, which generates the point-wise convergence topology and extends the metric on the initial compactum.

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Sh. A. Ayupov, A. A. Zaitov. 2019-06-26. On a metric on the space of monetary risk measures. https://arxiv.org/abs/1906.11205

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