#Stochastic-calculus
Showing 2 of 2 repositories tagged #stochastic-calculus, ranked by stars
raphaelrrcoelho
formal-mathfin
Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.
Score
100
★ 20
⑂ 5
+1/day
Lean
staskh
awesome-math-and-trading
Curated list of mathematics, probability, ML, and quantitative trading resources for quants and algorithmic traders.
Score
0
★ 14
⑂ 3
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