Vanadium flow batteries are a promising system for stationary energy storage. One of their
shortcomings is a low power density caused by slow kinetics of the redox reactions. To …

For nearly every major stock market there exist equity and implied volatility indices. These
play important roles within finance: be it as a benchmark, a measure of general uncertainty or …

Using Riemann–Stieltjes methods for integrators of bounded $p$-variation we define a
pathwise integral driven by a fractional Lévy process (FLP). To explicitly solve general fractional …

Motivated by empirical evidence of long range dependence in macroeconomic variables
like interest rates we propose a fractional Brownian motion driven model to describe the …

Conditional distributions for affine Markov processes are at the core of present (defaultable)
bond pricing. There is, however, evidence that Markov processes may not be realistic …

This article proposes implied risk aversion as a rating methodology for retail structured
products. Implied risk aversion is based on optimal expected utility risk measures as introduced …

Molchan-Golosov fractional Lévy processes (MG-FLPs) are introduced by way of a multivariate
componentwise Molchan-Golosov transformation based on an n-dimensional driving …

Elastic electron scattering cross sections have been measured at 60 MeV for scattering angles
between 45 and 153 degrees relative to 46 Ti (for 45 Sc), 50 Ti (for 51 V) and 12 C (for the …

Long‐memory effects can be found in many data sets from finance to hydrology. Therefore,
models that can reflect these properties have become more popular in recent years. …

From 2014 to 2018, issuers of retail structured products in Germany established and calculated
the Issuer Estimated Value (IEV), a fair value designed to offer more transparency for …