RC

Raphael Coelho

q-fin.MFmath.PRq-fin.CPq-fin.GN

On Valency

published · living versions

W_e4syu3jx·v1 · currentpublished

Comparing tail forecasts: the number of exceedances is the sample size

1 version

Preprints & journals

4 papers in the corpus · 2026

The Fundamental Theorem of Asset Pricing, Formalized in Lean 42606.28990v1 · Raphael Coelho2026 · 0 citationsarXiv

A Machine-Checked Itô Calculus for Brownian Motion2606.15089v2 · Raphael Coelho2026 · 0 citationsarXiv

A Formally Verified Library of Mathematical Finance in Lean 42606.01356v3 · Raphael Coelho2026 · 0 citationsarXiv

Three-Currency HJM for Brazilian Credit Markets2605.29376v1 · Raphael Coelho2026 · 0 citationsarXiv

Career total: 5 works. 4 are in this corpus.

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