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