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Convertible Debt and Shareholder Incentives
Dorion, Christian; François, Pascal; Grass, Gunnar; Jeanneret, Alexandre
Issue Date : 2014-01

Nonlinear Kalman Filtering in Affine Term Structure Models
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris; Karoui, Lotfi
Issue Date : 2014-01

Stochastic Gradient Descent on a Portfolio Management Training Criterion Using the IPA Gradient Estimator
Dorion, Christian; Bengio, Yoshua
Issue Date : 2003-05

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