Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL (Q1984795)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL |
scientific article |
Statements
Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL (English)
0 references
7 April 2020
0 references
proof assistants
0 references
financial mathematics
0 references
discrete pricing
0 references
Isabelle/HOL
0 references
