Formalizing the Cox–Ross–Rubinstein Pricing of European Derivatives in Isabelle/HOL
Crossref DOI link: https://doi.org/10.1007/s10817-019-09528-w
Published Online: 2019-07-04
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Echenim, Mnacho http://orcid.org/0000-0001-5765-0758
Guiol, Hervé
Peltier, Nicolas
Text and Data Mining valid from 2019-07-04
Version of Record valid from 2019-07-04
Article History
Received: 15 November 2018
Accepted: 26 June 2019
First Online: 4 July 2019