Fix links

app/__main__.py

@@ -13,7 +13,7 @@
 
 def crate_app() -> FastAPI:
     # Create a marimo asgi app
-    html_head = head_snippet()
+    html_head = head_snippet(APP_PATH / "docs")
     server = marimo.create_asgi_app(include_code=True, html_head=html_head)
     for path in APP_PATH.glob("*.py"):
         if path.name.startswith("_"):

app/utils/paths.py

@@ -1,15 +1,13 @@
 from pathlib import Path
 
-
 APP_PATH = Path(__file__).parent.parent
-DOCS_PATH = APP_PATH.parent / "docs"
 
 
-def head_snippet() -> str:
-    return (DOCS_PATH / "assets" / "logos" / "head-snippet.html").read_text()
+def head_snippet(path: Path) -> str:
+    return (path / "assets" / "logos" / "head-snippet.html").read_text()
 
 
 def on_post_page(output: str, page, config) -> str:
     """Hook to inject custom HTML into the head of each page in mkdocs build."""
-    snippet = head_snippet()
+    snippet = head_snippet(APP_PATH.parent / "docs")
     return output.replace("</head>", f"{snippet}</head>", 1)

docs/bibliography.md

@@ -1,6 +1,6 @@
 # Bibliography
 
-The raw BibTeX source for all entries is available in [references.bib](/references.bib).
+The raw BibTeX source for all entries is available in [references.bib](references.bib).
 
 ---
 

docs/glossary.md

@@ -2,7 +2,7 @@
 
 ## Characteristic Function
 
-The [characteristic function](../theory/characteristic) of a random variable $x$ is the Fourier transform of ${\mathbb P}_x$,
+The [characteristic function](theory/characteristic.md) of a random variable $x$ is the Fourier transform of ${\mathbb P}_x$,
 where ${\mathbb P}_x$ is the distrubution measure of $x$.
 
 \begin{equation}

docs/index.md

@@ -33,7 +33,8 @@ pip install quantflow
 
 ## MCP Server
 
-Quantflow exposes its data tools as an [MCP](https://modelcontextprotocol.io) server for AI clients. See [MCP Server](mcp.md) for setup and available tools.
+Quantflow exposes its data tools as an [MCP](https://modelcontextprotocol.io) server for AI clients.
+See [MCP Server](https://quanflow.quantmind.com/mcp) for setup and available tools.
 
 ## License
 

quantflow/sp/bns.py

@@ -13,7 +13,7 @@
 
 
 class BNS(StochasticProcess1D):
-    r"""Barndorff-Nielson & Shephard ([BNS](/bibliography#bns)) stochastic
+    r"""Barndorff-Nielson & Shephard ([BNS](../../bibliography.md#bns)) stochastic
     volatility model.
 
     This is a stochastic volatility model where the variance process is given by a