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   <news:title>Além do Movimento Browniano: Estendendo a Estrutura de Black-Scholes com Processos de Lévy, Jump-Diffusion e o Processo de Ornstein-Uhlenbeck</news:title>
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  <lastmod>2026-04-13T15:45:51Z</lastmod>
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    <news:name>Rāmānujan Institute for the Development of Prodigious Young Mathematicians</news:name>
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   <news:title>Distribuições em Finanças: de Lévy a Mandelbrot, de Sextus Empiricus a Taleb, passando por Wolfram</news:title>
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    <news:name>Rāmānujan Institute for the Development of Prodigious Young Mathematicians</news:name>
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   <news:title>Carta ao BTG - André Soberto Sallouti</news:title>
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  <lastmod>2026-04-13T15:32:34Z</lastmod>
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   <news:title>Equações Diferenciais Estocásticas e o Cálculo de Itô: Uma Introdução Conceitual ao Meu Filhote Enzo</news:title>
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  <loc>https://ramanujan.institute/2026/04/13/barbells-in-hilbert-space-nonlinear-risk-quantuminference-and-the-collapse-of-classical-finance-toward-a-post-gaussian-non-ergodic-framework-forrisk-management-2/</loc>
  <lastmod>2026-04-14T13:14:57Z</lastmod>
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    <news:name>Rāmānujan Institute for the Development of Prodigious Young Mathematicians</news:name>
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   <news:title>Barbells in Hilbert Space: Nonlinear Risk, Quantum Inference, and the Collapse of Classical Finance. Toward a Post-Gaussian, Non-Ergodic Framework for Risk Management</news:title>
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  <lastmod>2026-04-13T15:19:00Z</lastmod>
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   <news:title>Holosystems Financial Engineering Lab &amp;#038; EquiVerse Fuzzy Logic Analytics - Quantitative Trading Strategies Team</news:title>
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    <news:name>Rāmānujan Institute for the Development of Prodigious Young Mathematicians</news:name>
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   <news:title>Modelagem Sob Incerteza: A Arquitetura Matemática das Finanças Quantitativas de Bachelier à Computação Quantica</news:title>
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