raphaelrrcoelho/MathFin
MathFin
Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.
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- Versions
- 4
- Declarations
- Not indexed
- GitHub stars
- 26
- License
- Apache-2.0
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