Paul Na

Publication Activity (10 Years)

Years Active: 2002-2006
Publications (10 Years): 0

Publications

Tarja Joro, Paul Na
Portfolio performance evaluation in a mean-variance-skewness framework. Eur. J. Oper. Res. 175 (1) (2006)
Tarja Joro, Anne R. Niu, Paul Na
A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. WSC (2004)
Tarja Joro, Paul Na
Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion. WSC (2003)
Ralph E. Steuer, Paul Na
Multiple criteria decision making combined with finance: A categorized bibliographic study. Eur. J. Oper. Res. 150 (3) (2003)
Tarja Joro, Paul Na
Derivatives and credit risk: credit risk modeling for catastrophic events. WSC (2002)