RemyDegenneBrownianMotion

Construction of a Brownian Motion in Lean
Displaying 1-1 of 1 packages depending on RemyDegenne/BrownianMotion
Sort by

  1. raphaelrrcoelho/MathFinusesd6f23da

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