Describe what you need in plain language, or start from a formula. The agent writes the code, C Proof checks it against the properties you state, and the notebook keeps the record of what was proven, sampled or disproved. It includes checked examples for pricing and risk.
Start from a request to the agent, a blank notebook, a formula from a paper, or one of the checked examples. The agent proposes code as a change you accept or reject. A share link opens a read-only snapshot of the code and its results.
Build with the agent
Describe the calculation and the checks that matter.
Start blank
Write or paste Chelis yourself.
Import a paper
Bring in a formula from an arXiv source or archive.
Markov mass conservation
One transition step of a Markov operator preserves total probability mass for a row-stochastic transition.
Black-Scholes call price > 0
A European call price is positive for the sampled inputs.
CRR no-arbitrage: the call never exceeds spot
A two-step Cox-Ross-Rubinstein European call priced with risk-neutral discounting.
Discount factor ∈ (0, 1)
A positive interest rate gives a one-period discount factor strictly between zero and one.
A proven property shows the exact statement proved, its hypotheses and the code it covers. No sampling is involved.
The proof comes from a solver that is separate from the agent. A test the agent writes next to its code can share the code's mistake; the solver checks the code against the property you stated.
A disproved property carries the input that breaks it, replayed at machine precision.
See the counterexampleDisproved 1 counterexample
crr_nodisc_call_upper_bound
Break inside the stated region
Call price 1.125 exceeds spot 1.0, so the undiscounted pricing model admits arbitrage.
Counterexample:
s = 1.0 (spot), k = 0.5 (strike), u = 2.0 (up factor), d = 0.5 (down factor), q = 0.5 (up probability)
Machine-precision replay confirms the violation.
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