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Ambit Processes and Stochastic Partial Differential Equations
Barndorff-Nielsen, Ole E., (2010)
Ambit processes and stochastic partial differential equations
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes, (2001)
Modelling electricity forward markets by ambit fields
Modelling energy spot prices by Lévy semistationary processes