Related papers: The Vanilla Sequent Calculus is Call-by-Value (Fre…
We present a new numerical method to price vanilla options quickly in time-changed Brownian motion models. The method is based on rational function approximations of the Black-Scholes formula. Detailed numerical results are given for a…
We present a generic framework that facilitates object level reasoning with logics that are encoded within the Higher Order Logic theorem proving environment of HOL Light. This involves proving statements in any logic using intuitive…
We introduce the flower calculus, a deep inference proof system for intuitionistic first-order logic inspired by Peirce's existential graphs. It works as a rewriting system over inductive objects called ''flowers'', that enjoy both a…
A new, comprehensive approach to inhabitation problems in simply-typed lambda-calculus is shown, dealing with both decision and counting problems. This approach works by exploiting a representation of the search space generated by a given…
In this paper we introduce a term calculus ${\cal B}$ which adds to the affine $\lambda$-calculus with pairing a new construct allowing for a restricted form of contraction. We obtain a Curry-Howard correspondence between ${\cal B}$ and the…
We apply an idea originated in the theory of programming languages - monadic meta-language with a distinction between values and computations - in the design of a calculus of cut-elimination for classical logic. The cut-elimination calculus…
We introduce a simple extension of the $\lambda$-calculus with pairs---called the distributive $\lambda$-calculus---obtained by adding a computational interpretation of the valid distributivity isomorphism $A \Rightarrow (B\wedge C)\ \…
Recent developments in the categorical foundations of universal algebra have given fresh impetus to an understanding of the lambda calculus coming from categorical logic: an interpretation is a semi-closed algebraic theory. Scott's…
The intuitionistic fragment of the call-by-name version of Curien and Herbelin's \lambda\_mu\_{\~mu}-calculus is isolated and proved strongly normalising by means of an embedding into the simply-typed lambda-calculus. Our embedding is a…
We investigate the phenomenon that "every monad is a linear state monad". We do this by studying a fully-complete state-passing translation from an impure call-by-value language to a new linear type theory: the enriched call-by-value…
We present a linearity theorem for a proof language of intuitionistic multiplicative additive linear logic, incorporating addition and scalar multiplication. The proofs in this language are linear in the algebraic sense. This work is part…
Step-indexed semantic models of types were proposed as an alternative to purely syntactic safety proofs using subject-reduction. Building upon the work by Appel and others, we introduce a generalized step-indexed model for the call-by-name…
Option contracts can be valued by using the Black-Scholes equation, a partial differential equation with initial conditions. An exact solution for European style options is known. The computation time and the error need to be minimized…
We introduce the $L_!^S$-calculus, a linear lambda-calculus extended with scalar multiplication and term addition, that acts as a proof language for intuitionistic linear logic (ILL). These algebraic operations enable the direct expression…
The intersection type assignment system has been designed directly as deductive system for assigning formulae of the implicative and conjunctive fragment of the intuitionistic logic to terms of lambda-calculus. But its relation with the…
This paper shows how to derive nested calculi from labelled calculi for propositional intuitionistic logic and first-order intuitionistic logic with constant domains, thus connecting the general results for labelled calculi with the more…
The sequent calculus is a formalism for proving validity of statements formulated in First-Order Logic. It is routinely used in computer science modules on mathematical logic. Formal proofs in the sequent calculus are finite trees obtained…
The Calculus of Audited Units (CAU) is a typed lambda calculus resulting from a computational interpretation of Artemov's Justification Logic under the Curry-Howard isomorphism; it extends the simply typed lambda calculus by providing…
A logic calculus is presented that is a conservative extension of linear logic. The motivation beneath this work concerns lazy evaluation, true concurrency and interferences in proof search. The calculus includes two new connectives to deal…
This Paper investigate sequent calculi for certain weak subintuitionistic logics. We establish that weakening and contraction are height-preserving admissible for each of these calculi, and we provide a syntactic proof for the admissibility…