Christian Dorion

Publication Activity (10 Years)

Years Active: 2014-2014
Publications (10 Years): 0

Top Topics

Kalman Filtering

Measurement Noise

Top Venues

Publications

Peter F. Christoffersen, Christian Dorion, Kris Jacobs, Lotfi Karoui
Nonlinear Kalman Filtering in Affine Term Structure Models. Manag. Sci. 60 (9) (2014)