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Acceptance set : ウィキペディア英語版
Acceptance set
In financial mathematics, acceptance set is a set of acceptable future net worth which is acceptable to the regulator. It is related to risk measures.
==Mathematical Definition==
Given a probability space (\Omega,\mathcal,\mathbb), and letting L^p = L^p(\Omega,\mathcal,\mathbb) be the Lp space in the scalar case and L_d^p = L_d^p(\Omega,\mathcal,\mathbb) in d-dimensions, then we can define acceptance sets as below.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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