The French outfit have lost both their matches in Group F so far and face Serie A giants Napoli on Tuesday in the competition.
While he harbours a lot of respect for their opponents, Baup says that Marseille will do all they can to come out on top.
"The most important thing is to continue to believe and to expect to qualify," Baup said in a press conference. "We will play this game like any other game and we still keep hoping to get a good result in order to qualify.
"The last game that Napoli played [against Roma] there was a free kick and a penalty and for me, Napoli played very well and had a lot of opportunities.
"The score could have been different but Roma are playing at a very high level at the moment and deserved the result."
The match kicks off at 7.45pm.