formal-applied-mathMathFin

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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    2af6a91
    15 hours ago
    Released on August 14, 2026 at 2:40:48AM
    Commit 2af6a91 builds on its old leanprover/lean4:v4.32.0
    v4.32.0
    80.9 MB Build archive size: 80900794 bytes.
  2. Not a part of any version track.
    339e80e
    v1.3.0
    16 hours ago
    Released on August 14, 2026 at 1:45:25AM
    Build data not currently included on Reservoir. See the package repository's CI instead.
    v4.32.0
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    28b8e75
    v1.2.0
    a month ago
    Released on July 11, 2026 at 6:48:46PM
    Build data not currently included on Reservoir. See the package repository's CI instead.
    v4.31.0
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    3a0b586
    v1.1.0
    a month ago
    Released on July 11, 2026 at 6:18:14AM
    Build data not currently included on Reservoir. See the package repository's CI instead.
    v4.31.0
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    9f598b7
    v1.0.0
    2 months ago
    Released on May 31, 2026 at 4:38:38PM
    Build data not currently included on Reservoir. See the package repository's CI instead.
    v4.30.0-rc2