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"Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in ..."

Mnacho Echenim, Hervé Guiol, Nicolas Peltier (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1807-09873
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1807-09873
Mnacho Echenim, Hervé Guiol, Nicolas Peltier:
Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL. CoRR abs/1807.09873 (2018)

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