RemyDegenneBrownianMotion

Construction of a Brownian Motion in Lean
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  1. raphaelrrcoelho/MathFinusesbdf5ea0

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