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

Optimal Selling Rule in a Regime Switching Lévy Market. - Moustapha Pemy (Int. J. Math. Math. Sci., 2011)

Optimal algorithms for trading large positions. - Moustapha Pemy (Autom., 2012)

Optimal VWAP Strategies under Regime Switching. - Moustapha Pemy (CISS, 2021)