From Itô to Black–Scholes: A Machine-Verified Derivation in Lean 4
Fields of Study & Subjects
Stochastic processes and financial applications
Logic
programming
and type systems
Formal Methods in Verification
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 3 March 2026
- Language
- EN
- Document type
- Preprint