Two men are hired to guard a mysterious treasure. One of them is a math grad student, and so their discussions to pass the time take on a mathematical flavor. Of particular interest are the references to the old "how to catch a lion" jokes that have become standard fare in mathematical humor. (See, for example, here and here.) The story concludes with additional mathematical references, to the idea of reducing a new problem to one that has already been solve and to the mathematical notion of an existence proof. (An "existence proof" is one that demonstrates that something exists without actually presenting it or even a method for obtaining it. A real example is that the existence of a wellordering on the real numbers is a consequence of the Axiom of Choice, but nobody has actually been able to produce one.) However, unlike the humorous references to the lions, these latter story element take a sharp turn into the horrific, which is why this story was reprinted in Year's Best Horror Stories XXII.
(It originally appeared in Weerde II, a collection of stories all involving the idea of shapeshifters.)
Thanks to Vijay Fafat for discovering this wonderful little story and bringing it to our attention.
JeanPierre Zurru has written to let me know that an early source of the mathematical lion hunting method jokes (at least in English) is the article The mathematical theory of big game hunting written pseudonymously by "Hector Petard of Princeton University" and published in the American Mathematical Monthly in the AugustSeptember issue of 1938. There seem to be a few copies available for free on the internet, such as this PDF.
Contributed by
peter
Without reservation, one of my favorite short stories. I was conservative on the mathematical content rating, since I am not a mathematician and these themes might have struck me with more impact than someone who was more familiar with them.

