Optimal Execution
Mathematics verified. Core theorems are machine-checked in Lean 4.
Prose and presentation may not have been human-reviewed.
Abstract
#8 Optimal Execution Under Nonlinear Market Impact.
This paper presents 38 machine-verified theorems building on 0 established facts and 62 hypotheses. All results are formally verified in the Lean 4 (230 verification units, 58 proved statements) and exportable to Lean 4.
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Length
855 words
Claims
38 theorems
Status
Skeleton
Novelty
No novelty is present — this is an auto-generated skeleton that lists theorem names without proofs, definitions, explanations, or any mathematical content.