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Martin Le Doux Mbele Bidima

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2019
[j5]
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  - journals/afs/WoundjiagueBM19
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  - https://dblp.org/rec/journals/afs/WoundjiagueBM19
Apollinaire Woundjiagué, Martin Le Doux Mbele Bidima, Ronald Waweru Mwangi:
An Estimation of a Hybrid Log-Poisson Regression Using a Quadratic Optimization Program for Optimal Loss Reserving in Insurance. Adv. Fuzzy Syst. 2019: 1393946:1-1393946:14 (2019)
[j4]
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Apollinaire Woundjiagué, Martin Le Doux Mbele Bidima, Ronald Waweru Mwangi:
A Fuzzy Least-Squares Estimation of a Hybrid Log-Poisson Regression and Its Goodness of Fit for Optimal Loss Reserves in Insurance. Int. J. Fuzzy Syst. 21(3): 930-944 (2019)
[j3]
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  - journals/ijmmsc/WelemicalAB19
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Tesfamariam Tadesse Welemical, Jane Akinyi Aduda, Martin Le Doux Mbele Bidima:
Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model. Int. J. Math. Math. Sci. 2019: 9450435:1-9450435:8 (2019)
[j2]
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Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima:
A Multicurve Cross-Currency LIBOR Market Model. J. Appl. Math. 2019: 8246578:1-8246578:17 (2019)
2012
[j1]
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  - journals/anor/BidimaR12
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Martin Le Doux Mbele Bidima, Miklós Rásonyi:
On long-term arbitrage opportunities in Markovian models of financial markets. Ann. Oper. Res. 200(1): 131-146 (2012)

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