From mathfin-skills
Reviews mathematical finance manuscripts for rigor: checks assumptions, theorem statements, proof architecture, and generality. Useful when a model's formal properties are unproven or assumptions are vague.
How this skill is triggered — by the user, by Claude, or both
Slash command
/mathfin-skills:mathfin-identification-strategyThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
*Mathematical Finance* is a **theory-first** journal: papers are evaluated on **methodological
Mathematical Finance is a theory-first journal: papers are evaluated on methodological novelty and rigor, not empirical causal identification. The "identification" that matters here is mathematical identification — pinning down the right assumptions, the precise theorem, and a complete proof. This skill therefore covers assumptions, results, proof exposition, and generality. (Empirical causal design is out of scope for this venue.)
A house-style assumption block fixes the stochastic basis once and lets every result refer to it by label:
\begin{assumption}\label{ass:basis}
$(\Omega,\mathcal F,(\mathcal F_t)_{t\in[0,T]},\mathbb P)$ is a filtered probability space
satisfying the usual conditions and supporting a $d$-dimensional Brownian motion $W$.
\end{assumption}
\begin{assumption}\label{ass:coeff}
$b,\sigma$ are progressively measurable; $\sigma\sigma^{\top}$ is uniformly elliptic and
$\mathbb E\!\int_0^T \big(|b_t|^2 + |\sigma_t|^4\big)\,dt < \infty$.
\end{assumption}
\begin{theorem}\label{thm:main}
Under Assumptions \ref{ass:basis}--\ref{ass:coeff}, the value function ... Moreover, the
optimal strategy $\pi^{\star}$ is admissible and unique up to indistinguishability.
\end{theorem}
Separating the basis assumption from the coefficient assumption lets you weaken one without touching results that need only the other — referees notice and reward this modularity.
【Main theorem】hypotheses → conclusion (one line)
【Assumptions】[A1, A2, ...] with role of each
【Proof architecture】lemmas → main steps → where external theorems enter
【Generality check】each assumption: essential / relaxable
【Pitfalls cleared】[martingale, integrability, well-posedness, smooth-fit, ...]
【Gaps remaining】[...]
【Next step】mathfin-contribution-framing
npx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin mathfin-skillsPolishes Mathematical Finance (Wiley) manuscripts with theorem-first exposition, consistent notation, proof hygiene, and financial-modeling intuition for a stochastic-analysis readership.
Assesses whether a quantitative finance manuscript fits Mathematical Finance, covering scope, method-and-evidence bar, house style, and desk-reject risks.
Helps state and prove the central theorem of an Econometrica manuscript with complete, correct proofs. Covers definitions, assumptions, theorem statement, and proof strategy within the 45-page body + supplemental material limit.