Martin L. D. Mbele Bidima

Available identifiers

zbMath Open mbele-bidima.martin-le-douxMaRDI QIDQ1931648

List of research outcomes

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

Research outcomes over time

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