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ito-calculus

Here are 2 public repositories matching this topic...

raphaelrrcoelho / formal-mathfin

Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.

theorem-proving formal-methods option-pricing quantitative-finance formal-verification mathematical-finance black-scholes derivatives-pricing mathlib stochastic-calculus lean4 ito-calculus

Updated Jun 16, 2026
Lean

andygcui / orf335_cheatsheet

intro to financial mathematics; spring 26

stochastic-differential-equations volatility black-scholes brownian-motion greeks feynman-kac black-scholes-model capital-asset-pricing-model markowitz-theory ito-calculus two-fund-theorem

Updated May 14, 2026
TeX

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