#Ito-calculus

Showing 1 of 1 repositories tagged #ito-calculus, ranked by stars

raphaelrrcoelho

Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.

★ 20 ⑂ 5 +1/day

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#black-scholes #derivatives-pricing #formal-methods #formal-verification #lean4 #mathematical-finance #mathlib #option-pricing #quantitative-finance #stochastic-calculus #theorem-proving