formal-applied-mathMathFin

Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.
Displaying 1-5 of 5 versions of MathFin
Sort by
  1. Not a part of any version track.
    784a831
    4 days ago
    Released on August 29, 2026 at 1:19:59AM
    Build data not currently included on Reservoir. See the package repository's CI instead.
    v4.32.0
  2. Not a part of any version track.
    339e80e
    v1.3.0
    19 days 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
  3. Not a part of any version track.
    28b8e75
    v1.2.0
    2 months 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
  4. Not a part of any version track.
    3a0b586
    v1.1.0
    2 months 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
  5. Not a part of any version track.
    9f598b7
    v1.0.0
    3 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