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20152026
most citedSimulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations

5 citations · 5 across the 5 of their papers we have counts for

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math.PR2015

Representation and approximation of ambit fields in Hilbert space

Fred Espen Benth, Heidar Eyjolfsson

We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields,…