| Optimal stock liquidation in a regime switching model with finite time horizon M Pemy, Q Zhang Journal of Mathematical Analysis and Applications 321 (2), 537-552, 2006 | 46 | 2006 |
| Optimal control of stochastic functional differential equations with a bounded memory MH Chang, T Pang, M Pemy Stochastics An International Journal of Probability and Stochastic Processes …, 2008 | 35 | 2008 |
| Liquidation of a large block of stock with regime switching M Pemy, Q Zhang, GG Yin Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 27 | 2008 |
| Finite difference approximations for stochastic control systems with delay MH Chang, T Pang, M Pemy Stochastic analysis and applications 26 (3), 451-470, 2008 | 20 | 2008 |
| Liquidation of a large block of stock M Pemy, Q Zhang, G Yin Journal of Banking & Finance 31 (5), 1295-1305, 2007 | 19 | 2007 |
| Optimal algorithms for trading large positions M Pemy Automatica 48 (7), 1353-1358, 2012 | 15 | 2012 |
| Optimal stopping of Markov switching Lévy processes M Pemy Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 12 | 2014 |
| Optimal selling rule in a regime switching Lévy Market M Pemy International Journal of Mathematics and Mathematical Sciences 2011, 2011 | 10 | 2011 |
| Regime switching market models and applications MN Pemy University of Georgia, 2005 | 10 | 2005 |
| Finite difference approximation for stochastic optimal stopping problems with delays M Chang, T Pang, M Pemy Journal of Industrial and Management Optimization 4 (2), 227, 2008 | 9 | 2008 |
| Optimal oil production and taxation under mean reverting jump diffusion models M Pemy Journal of Mathematical Analysis and Applications 507 (2), 125777, 2022 | 7 | 2022 |
| Stochastic optimal control problems with a bounded memory MH Chang, T Pang, M Pemy Operations research and its applications. Papers from the sixth …, 2006 | 6 | 2006 |
| Optimal stopping for stochastic functional differential equations MH Chang, T Pang, M Pemy preprint, 2005 | 6 | 2005 |
| An approximation scheme for Black-Scholes equations with delays MH Chang, T Pang, M Pemy Journal of Systems Science and Complexity 23 (3), 438-455, 2010 | 5 | 2010 |
| Selling a large stock position: a stochastic control approach with state constraints M Pemy, Q Zhang, G Yin | 5 | 2007 |
| Option pricing under regime switching M Pemy Ph. D. thesis, University of Georgia, Athens, Ga, USA, 2005 | 5 | 2005 |
| Optimal Oil Production under Mean Reverting L\'evy Models with Regime Switching M Pemy arXiv preprint arXiv:1611.01492, 2016 | 4 | 2016 |
| Optimal oil production and taxation in presence of global disruptions M Pemy 2017 Proceedings of the Conference on Control and its Applications, 70-77, 2017 | 3 | 2017 |
| Viscosity solutions of infinite dimensional Black-Scholes equation and numerical approximations MH Chang, T Pang, M Pemy preprint, 2006 | 3 | 2006 |
| Optimal VWAP Strategies under Regime Switching M Pemy 2021 55th Annual Conference on Information Sciences and Systems (CISS), 1-6, 2021 | 2 | 2021 |
