Christian Dorion

According to our database, Christian Dorion authored at least 1 paper in 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of seven.

2014

Nonlinear Kalman Filtering in Affine Term Structure Models.

Peter F. Christoffersen, Christian Dorion, Kris Jacobs, Lotfi Karoui

Manag. Sci., 2014