Nsco Sv3 Smile
Mathematics verified. Core theorems are machine-checked in Lean 4.
Prose and presentation may not have been human-reviewed.
Abstract
NSCOSv3 Smile — ProofEnv (Heston-style variance: mean reversion, spreads).
This paper presents 62 machine-verified theorems. All results are formally verified in the Lean 4 (63 verification units, 62 proved statements) and exportable to Lean 4.
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Length
886 words
Claims
62 theorems
Status
Skeleton
Novelty
No discernible novelty — the paper is an auto-generated skeleton listing 62 formally verified but mathematically elementary lemmas (nonnegativity, sign conditions, basic inequalities) about Heston-style stochastic volatility, with no proofs, exposition, or intellectual narrative.