2 papers
q-fin.MF2019
A Binomial Asset Pricing Model in a Categorical Setting
Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu
Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutel…
q-fin.MF2017
Monetary value measures in a category of probability spaces
Takanori Adachi, Yoshihiro Ryu
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 pr…