"Formalizing the Cox-Ross-Rubinstein Pricing of European Derivatives in ..."

Mnacho Echenim, Hervé Guiol, Nicolas Peltier (2020)

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DOI: 10.1007/S10817-019-09528-W

access: closed

type: Journal Article

metadata version: 2020-10-26

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Mnacho Echenim, Hervé Guiol, Nicolas Peltier:
Formalizing the Cox-Ross-Rubinstein Pricing of European Derivatives in Isabelle/HOL. J. Autom. Reason. 64(4): 737-765 (2020)

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