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· 2017 · DOI 10.1007/978-3-319-63046-5_33

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A Formally Verified Library of Mathematical Finance in Lean 4

q-fin.MF · 2026-05-31 · accept · novelty 8.0 · 2 refs

A Lean 4 library formally verifies 292 theorems in mathematical finance, including a constructed Itô integral and a derived risk-neutral pricing measure, with machine-checked faithfulness.

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  • A Formally Verified Library of Mathematical Finance in Lean 4 q-fin.MF · 2026-05-31 · accept · full · ref 4 · 2 links

    A Lean 4 library formally verifies 292 theorems in mathematical finance, including a constructed Itô integral and a derived risk-neutral pricing measure, with machine-checked faithfulness.