Paul Na

According to our database, Paul Na authored at least 5 papers between 2002 and 2006.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2006

Portfolio performance evaluation in a mean-variance-skewness framework.

Tarja Joro, Paul Na

Eur. J. Oper. Res., 2006

2004

A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion.

Tarja Joro, Anne R. Niu, Paul Na

Proceedings of the 36th conference on Winter simulation, 2004

2003

Multiple criteria decision making combined with finance: A categorized bibliographic study.

Ralph E. Steuer, Paul Na

Eur. J. Oper. Res., 2003

Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion.

Tarja Joro, Paul Na

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2002

Derivatives and credit risk: credit risk modeling for catastrophic events.

Tarja Joro, Paul Na

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002