Tarja Joro, Paul Na Derivatives and credit risk: credit risk modeling for catastrophic events. [Citation Graph (0, 0)][DBLP] Winter Simulation Conference, 2002, pp:1511-1514 [Conf]
Tarja Joro, Paul Na Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion. [Citation Graph (0, 0)][DBLP] Winter Simulation Conference, 2003, pp:360-363 [Conf]
Tarja Joro, Anne R. Niu, Paul Na A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. [Citation Graph (0, 0)][DBLP] Winter Simulation Conference, 2004, pp:1632-0 [Conf]
Tarja Joro, Paul Na Portfolio performance evaluation in a mean-variance-skewness framework. [Citation Graph (0, 0)][DBLP] European Journal of Operational Research, 2006, v:175, n:1, pp:446-461 [Journal]