raphaelrrcoelhoMathFin

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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  1. Not a part of any version track.
    3e250e9
    2 hours ago
    Released on June 28, 2026 at 1:55:36PM
    Build data not currently included on Reservoir. See the package repository's CI instead.
    v4.31.0
  2. Not a part of any version track.
    9f598b7
    v1.0.0
    a month 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