Congjin Zhou
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint Communications in Statistics. Theory and Methods | 2026-01-22 | Paper |
| Optimal refinancing strategy for mortgage rate with regime switching Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
| The valuation at origination of mortgages with full prepayment and default risks Methodology and Computing in Applied Probability | 2024-06-04 | Paper |
| Valuation of mortgage pass-through securities with partial prepayment risk Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
Research outcomes over time
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