I've just finished reading Cashvertising and although it's a good book, it's still much directed to "normal" people. Is there any speaking about marketing to "aroused" people? I guess for gambling would be similar.
Spying is the best education for you in this industry 
Finchsells.com still has quite a bit of relevant info on it.
Adult ad copy is very much the same as marketing to normal people.
Use your banner image to get them to the banner headline, use the banner headline to get them to the subhead (etc). Repeat this on your lander, the headline is used to get them to the sub head.
The marketing isn't necessarily the same, but the tactics are.
Just make sure to read your ad copy, so that it flows from one step to the next, progressively building interest as the user goes.