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We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution…

Pricing of Securities · Quantitative Finance 2019-05-16 Ivan Arraut , Alan Au , Alan Ching-biu Tse , Carlos Segovia

We define an extension of lambda-calculus with dependents types that enables us to encode transparent and opaque probabilistic programs and prove a strong normalisation result for it by a reducibility technique. While transparent…

Logic in Computer Science · Computer Science 2026-03-10 Francesco A. Genco

We generalise Levy's call-by-push-value (CBPV) to dependent type theory, to gain a better understanding of how to combine dependent types with effects. We define a dependently typed extension of CBPV, dCBPV-, and show that it has a very…

Logic in Computer Science · Computer Science 2016-03-15 Matthijs Vákár

In the lambda calculus a term is solvable iff it is operationally relevant. Solvable terms are a superset of the terms that convert to a final result called normal form. Unsolvable terms are operationally irrelevant and can be equated…

Logic in Computer Science · Computer Science 2019-03-14 Á. García-Pérez , P. Nogueira

Weak-head normalization is inconsistent with functional extensionality in the call-by-name $\lambda$-calculus. We explore this problem from a new angle via the conflict between extensionality and effects. Leveraging ideas from work on the…

Programming Languages · Computer Science 2016-06-22 Philip Johnson-Freyd , Paul Downen , Zena M. Ariola

We present the guarded lambda-calculus, an extension of the simply typed lambda-calculus with guarded recursive and coinductive types. The use of guarded recursive types ensures the productivity of well-typed programs. Guarded recursive…

Logic in Computer Science · Computer Science 2019-03-14 Ranald Clouston , Aleš Bizjak , Hans Bugge Grathwohl , Lars Birkedal

We extend Levy's call-by-push-value (CBPV) analysis from simple to dependent type theory (DTT) in order to study the interaction between computational effects and dependent types. We define the naive system of dependently typed CBPV,…

Programming Languages · Computer Science 2016-03-15 Matthijs Vákár

This paper studies normalisation by evaluation for typed lambda calculus from a categorical and algebraic viewpoint. The first part of the paper analyses the lambda definability result of Jung and Tiuryn via Kripke logical relations and…

Logic in Computer Science · Computer Science 2022-08-19 Marcelo Fiore

For those of us who generally live in the world of syntax, semantic proof techniques such as reducibility, realizability or logical relations seem somewhat magical despite -- or perhaps due to -- their seemingly unreasonable effectiveness.…

Programming Languages · Computer Science 2020-07-28 Pierre-Évariste Dagand , Lionel Rieg , Gabriel Scherer

This paper gives a detailed account of the relationship between (a variant of) the call-by-value lambda calculus and linear logic proof nets. The presentation is carefully tuned in order to realize a strong bisimulation between the two…

Logic in Computer Science · Computer Science 2013-04-01 Beniamino Accattoli

We advocate the use of de Bruijn's universal abstraction $\lambda^\infty$ for the quantification of schematic variables in the predicative setting and we present a typed $\lambda$-calculus featuring the quantifier $\lambda^\infty$…

Logic in Computer Science · Computer Science 2021-05-11 Ferruccio Guidi

Probabilistic applicative bisimulation is a recently introduced coinductive methodology for program equivalence in a probabilistic, higher-order, setting. In this paper, the technique is applied to a typed, call-by-value, lambda-calculus.…

Logic in Computer Science · Computer Science 2014-01-30 Raphaelle Crubille , Ugo Dal Lago

We give a categorical semantics for a call-by-value linear lambda calculus. Such a lambda calculus was used by Selinger and Valiron as the backbone of a functional programming language for quantum computation. One feature of this lambda…

Logic in Computer Science · Computer Science 2008-01-08 Peter Selinger , Benoît Valiron

Continuation Calculus (CC), introduced by Geron and Geuvers, is a simple foundational model for functional computation. It is closely related to lambda calculus and term rewriting, but it has no variable binding and no pattern matching. It…

Logic in Computer Science · Computer Science 2014-09-12 Herman Geuvers , Wouter Geraedts , Bram Geron , Judith van Stegeren

Substructural type systems, such as affine (and linear) type systems, are type systems which impose restrictions on copying (and discarding) of variables, and they have found many applications in computer science, including quantum…

Logic in Computer Science · Computer Science 2021-01-27 Vladimir Zamdzhiev

Many calculi exist for modelling various features of object-oriented languages. Many of them are based on $\lambda$-calculus and focus either on statically typed class-based languages or dynamic prototype-based languages. We formalize…

Programming Languages · Computer Science 2022-12-05 Nikolai Kudasov , Violetta Sim

In reductive proof search, proofs are naturally generalized by solutions, comprising all possibly infinite structures generated by locally correct, bottom-up application of inference rules. We propose an extension of the Curry-Howard…

Logic in Computer Science · Computer Science 2021-07-30 José Espírito Santo , Ralph Matthes , Luís Pinto

The framework of Light Logics has been extensively studied to control the complexity of higher-order functional programs. We propose an extension of this framework to multithreaded programs with side effects, focusing on the case of…

Programming Languages · Computer Science 2012-09-27 Antoine Madet

This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…

Statistics Theory · Mathematics 2017-03-22 Art B. Owen , Clémentine Prieur

We present new proofs of termination of evaluation in reduction semantics (i.e., a small-step operational semantics with explicit representation of evaluation contexts) for System F with control operators. We introduce a modified version of…

Programming Languages · Computer Science 2013-09-06 Małgorzata Biernacka , Dariusz Biernacki , Sergueï Lenglet , Marek Materzok