The European option with hereditary price structures: Basic theory. - Mou-Hsiung Chang; Roger K. Youree (Appl. Math. Comput., 1999)

A Hierarchical Approach To Multi-Player Pursuit-Evasion Differential Games. - Dongxu Li; Jose B. Cruz Jr.; Genshe Chen; Chiman Kwan; Mou-Hsiung Chang (CDC/ECC, 2005)

Power Control for Mobile Communications With Delayed State Information in Heavy Traffic. - Yipeng Yang; Robert Buche; Mou-Hsiung Chang; Vahid Ramezani (CDC, 2006)

A decentralized approach to pursuer-evader games with multiple superior evaders. - Mo Wei; Genshe Chen; Jose B. Cruz Jr.; L. Hayes; Mou-Hsiung Chang (ITSC, 2006)

Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients. - Mou-Hsiung Chang; Tao Pang; Jiongmin Yong (SIAM J. Control. Optim., 2009)

An approximation scheme for Black-Scholes equations with delays. - Mou-Hsiung Chang; Tao Pang; Moustapha Pemy (J. Syst. Sci. Complex., 2010)

A Stochastic Portfolio Optimization Model with Bounded Memory. - Mou-Hsiung Chang; Tao Pang; Yipeng Yang (Math. Oper. Res., 2011)