2024/10/01 by Fred Espen Benth, Benth, Fred Espen, Almut E. D. Veraart +1
Economics, Econometrics and Finance · Social Sciences · Decision Sciences · #European Monetary and Fiscal Policies #Insurance, Mortality, Demography, Risk Management #Simulation Techniques and Applications
paper · pdf · doi:10.48550/arxiv.2410.00566
This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field over the last two decades. It also highlights some of the emerging trends in ambit stochastics.