54 citations · 84 across the 9 of their papers we have counts for
10 papers
Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL
Mnacho Echenim, Hervé Guiol, Nicolas Peltier
We formalize in the proof assistant Isabelle essential basic notions and results in financial mathematics. We provide generic formal definitions of concepts such as markets, portfo…
Constructive Euler hydrodynamics for one-dimensional attractive particle systems
C Bahadoran, H Guiol, K Ravishankar +1
We review a (constructive) approach first introduced in [6] and further developed in [7, 8, 38, 9] for hydrodynamic limits of asymmetric attractive particle systems, in a weak or i…
Euler hydrodynamics for attractive particle systems in random environment
Christophe Bahadoran, Hervé Guiol, K. Ravishankar +1
We prove quenched hydrodynamic limit under hyperbolic time scaling for bounded attractive particle systems on in random ergodic environment. Our result is a strong law of larg…
On a link between a species survival time in an evolution model and the Bessel distributions
Herve Guiol, Fabio P. Machado, Rinaldo B. Schinazi
We consider a stochastic model for species evolution. A new species is born at rate lambda and a species dies at rate mu. A random number, sampled from a given distribution F, is a…
A stochastic model of evolution
Herve Guiol, Fabio P. Machado, Rinaldo B. Schinazi
We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform…
Euler hydrodynamics of one-dimensional attractive particle systems
C. Bahadoran, H. Guiol, K. Ravishankar +1
We consider attractive irreducible conservative particle systems on , without necessarily nearest-neighbor jumps or explicit invariant measures. We prove that for such…