Derivatives and credit risk: credit risk modeling for catastrophic events. - Tarja Joro; Paul Na (WSC, 2002)

Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion. - Tarja Joro; Paul Na (WSC, 2003)

Multiple criteria decision making combined with finance: A categorized bibliographic study. - Ralph E. Steuer; Paul Na (Eur. J. Oper. Res., 2003)

A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. - Tarja Joro; Anne R. Niu; Paul Na (WSC, 2004)

Portfolio performance evaluation in a mean-variance-skewness framework. - Tarja Joro; Paul Na (Eur. J. Oper. Res., 2006)