On long-term arbitrage opportunities in Markovian models of financial markets. - Martin Le Doux Mbele Bidima; Miklós Rásonyi (Ann. Oper. Res., 2012)

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)

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)

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 Multicurve Cross-Currency LIBOR Market Model. - Charity Wamwea; Philip Ngare; Martin Le Doux Mbele Bidima (J. Appl. Math., 2019)