Martin Le Doux Mbele Bidima

According to our database, Martin Le Doux Mbele Bidima authored at least 5 papers between 2012 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

A Multicurve Cross-Currency LIBOR Market Model.

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima

J. Appl. Math., 2019

Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model.

Tesfamariam Tadesse Welemical, Jane Akinyi Aduda, Martin Le Doux Mbele Bidima

Int. J. Math. Math. Sci., 2019

A Fuzzy Least-Squares Estimation of a Hybrid Log-Poisson Regression and Its Goodness of Fit for Optimal Loss Reserves in Insurance.

Apollinaire Woundjiagué, Martin Le Doux Mbele Bidima, Ronald Waweru Mwangi

Int. J. Fuzzy Syst., 2019

An Estimation of a Hybrid Log-Poisson Regression Using a Quadratic Optimization Program for Optimal Loss Reserving in Insurance.

Apollinaire Woundjiagué, Martin Le Doux Mbele Bidima, Ronald Waweru Mwangi

Adv. Fuzzy Syst., 2019

2012

On long-term arbitrage opportunities in Markovian models of financial markets.

Martin Le Doux Mbele Bidima, Miklós Rásonyi

Ann. Oper. Res., 2012