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Congjin Zhou
Institutions:
Suzhou University of Science and Technology,
Chuzhou University
Observed institutions:
Suzhou University of Science and Technology,
Soochow University,
Chuzhou University
ORCID:
0000-0001-5560-7190
Observed ORCID:
0000-0001-5560-7190
OpenAlex ID:
A5080190195
The Valuation at Origination of Mortgages with Full Prepayment and Default Risks
2024
·
Congjin Zhou
, Guojing Wang
, et al.
·
Methodology And Computing In Applied Probability
·
3
Optimal refinancing strategy for mortgage rate with regime switching
2021
·
Congjin Zhou
, Guojing Wang
, et al.
·
Applied Stochastic Models in Business and Industry
·
1
Valuation of mortgage pass-through securities with partial prepayment risk
2020
·
Congjin Zhou
, Guojing Wang
, et al.
·
Communication in Statistics- Theory and Methods
·
1
The Valuation of Mortgages With Partial Prepayment Risk Under the Equal Principal Payment Method
2025
·
Congjin Zhou
, Yinghui Dong
·
Applied Stochastic Models in Business and Industry
Optimal Investment Based on Performance Measure and Stochastic Benchmark Under PI and Position Constraints
2025
·
Chengzhe Wang
, Congjin Zhou
, et al.
·
Mathematics
PDF
Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint
2025
·
Chengjin Tang
, Yinghui Dong
, et al.
·
Communication in Statistics- Theory and Methods
Indifference valuation of non-performing loan-backed securities
2025
·
Wanrong Mu
, Congjin Zhou
·
AIMS Mathematics
PDF
Optimal refinancing strategy for a jump-diffusion mortgage rate model
2025
·
Congjin Zhou
, Yinghui Dong
, et al.
·
AIMS Mathematics
PDF
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Works count:
8
Citation count:
5
H-index:
1
I10-index:
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