Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process
Crossref DOI link: https://doi.org/10.1007/s11009-015-9453-8
Published Online: 2015-07-05
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Shuanming
Lu, Yi
Jin, Can
Funding for this research was provided by:
NSERC (RGPIN06148)
Department of Economics, The University of Melbourne
Text and Data Mining valid from 2015-07-05