Martin L. D. Mbele Bidima

MaRDI QIDQ1931648zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A jump-diffusion model for pricing electricity under price-cap regulation Mathematical Sciences	2020-05-12	Paper
A multicurve cross-currency LIBOR market model Journal of Applied Mathematics	2019-11-19	Paper
Asymptotic exponential arbitrage in the Schwartz commodity futures model International Journal of Mathematics and Mathematical Sciences	2019-10-28	Paper
An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance Advances in Fuzzy Systems	2019-09-04	Paper
Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets Acta Applicandae Mathematicae	2015-07-28	Paper
Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets Acta Applicandae Mathematicae	2015-07-28	Paper
Asymptotic linear arbitrage and utility-based asymptotic linear arbitrage in mean-reverting financial markets International Journal of Apllied Mathematics	2014-07-03	Paper
On long-term arbitrage opportunities in Markovian models of financial markets Annals of Operations Research	2013-01-15	Paper

Research outcomes over time

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