Journal article

Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process

Shuanming Li, Yi Lu, Can Jin

Methodology and Computing in Applied Probability | SPRINGER | Published : 2016

University of Melbourne Researchers

Grants

Awarded by Natural Science and Engineering Research Council (NSERC) of Canada


Funding Acknowledgements

This research for Dr. Yi Lu was partially supported by the Department of Economics, The University of Melbourne, and partially supported by the Natural Science and Engineering Research Council (NSERC) of Canada (grant number RGPIN06148).