Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
Research on Market Microstructure Model with Nonhomogeneous Poisson Jump Based on UKF
XI Yan-hui, PENG Hui, RUAN Chang, DING Mei-qing
Chinese Journal of Engineering Mathematics . 2017, (3): 232 -246 .  DOI: 10.3969/j.issn.1005-3085.2017.03.002