1Foundations of Modern Stochastic Processes in Asset Pricing
9Quantum-Inspired Probabilistic Mechanics in Asset Pricing
2The Fractional Paradigm: Navigating Rough Volatility Landscapes
10Polyadic Interactions and Higher-Order Network Topologies
3Geometric Encoding of Market Trajectories via Path Signatures
11Operator-Theoretic Linearization of Nonlinear Market Flows
4Absolute Bounds via Martingale Optimal Transport Theories
12Deterministic Chaos and Stochastic Economic Bifurcations
5Macroscopic Price Formations using Graphon Mean Field Games
13The Micro-Calculus of Limit Order Book Liquidity
6Topological Data Analysis of Market Microstructure Stability
14Dynamic Compositional Geometries in Portfolio Forecasting
7Information Geometry and the Curvature of Risk
15The Unification of Pure Analytical Formulations
8Evolutionary Memory via Variable-Order Fractional Calculus
16About Author & Publisher
