Formalizing the Cox-Ross-Rubinstein Pricing of European Derivatives in Isabelle/HOL

Mnacho Echenim, Hervé Guiol, Nicolas Peltier. Formalizing the Cox-Ross-Rubinstein Pricing of European Derivatives in Isabelle/HOL. Journal of Automated Reasoning, 64(4):737-765, 2020. [doi]

Abstract

Abstract is missing.