Formal Applied Math

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raphaelrrcoelho 

updated a collection about 8 hours ago

Financial Mathematics Formalization Program

Collection

4 items • Updated about 8 hours ago

raphaelrrcoelho 

authored 2 papers about 1 month ago

A Machine-Checked Itô Calculus for Brownian Motion

Paper • 2606.15089 • Published Jun 27

The Fundamental Theorem of Asset Pricing, Formalized in Lean 4

Paper • 2606.28990 • Published Jun 27

raphaelrrcoelho 

authored a paper 2 months ago

A Formally Verified Library of Mathematical Finance in Lean 4

Paper • 2606.01356 • Published May 31 • 1

raphaelrrcoelho 

submitted a paper to Daily Papers 2 months ago

A Formally Verified Library of Mathematical Finance in Lean 4

Paper • 2606.01356 • Published May 31 • 1

raphaelrrcoelho 

authored a paper 2 months ago

Three-Currency HJM for Brazilian Credit Markets

Paper • 2605.29376 • Published May 28