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formal-applied-math

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  1. formal-mathfin formal-mathfin Public

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

    Lean 30 7

  2. formal-foundry formal-foundry Public

    Leanstral autoformalization foundry for formal-mathfin (private)

    Python

  3. formal-econometrics formal-econometrics Public

    Formally verified econometric identification in Lean 4. Potential outcomes, difference-in-differences, and the identification-as-projection spine.

    Python

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