Your only real target option are things like IKVM and JNBridgePro -- however, i'm guessing a .net application is not really reasonable either given the way you described your constraints, and depending on the technical details of the application IKVM
In that case, you're pretty much asking for the impossible. There is no sane strategy for compiling java down to win32 native code that supports any significant subset of the average enterprise application tool chain.
It will be cheaper to re-write the application from scratch for the target platform then it will be to create the infrastructure and do the testing required to hack/port it from it's target runtime to a wholly unrelated foreign runtime.
UPDATE: Some things have changed: There is now graalvm which will generate native images for your java code. It's free and fancy and does largely what OP wanted.