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Piotr Nowak
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2020 – today
- 2023
- [j18]Piotr Nowak
, Michal Pawlowski:
Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. Entropy 25(3): 527 (2023) - [j17]Michal Pawlowski, Piotr Nowak
Stochastic approach to model spot price and value forward contracts on energy markets under uncertainty. J. Ambient Intell. Humaniz. Comput. 14(4): 3075-3089 (2023) - 2022
- [j16]Piotr Nowak, Lukasz Kubaszewski:
Assessment of the Asymmetry of the Intervertebral Foramina within the Lower Motion Segments of the Lumbar Spine on the Computer Tomography Sections. Symmetry 14(10): 1967 (2022) - 2021
- [j15]Kamil Deja
End-to-End Sinkhorn Autoencoder With Noise Generator. IEEE Access 9: 7211-7219 (2021) - [j14]Piotr Nowak
On Some Laws of Large Numbers for Uncertain Random Variables. Symmetry 13(12): 2258 (2021) - 2020
- [j13]Piotr Nowak, Wojciech Maziarz
SnO2/TiO2 Thin Film n-n Heterostructures of Improved Sensitivity to NO2. Sensors 20(23): 6830 (2020) - [i1]Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Tomasz Trzcinski:
End-to-end Sinkhorn Autoencoder with Noise Generator. CoRR abs/2006.06704 (2020)
2010 – 2019
- 2019
- [j12]Piotr Nowak
On MV-Algebraic Versions of the Strong Law of Large Numbers. Entropy 21(7): 710 (2019) - [j11]Piotr Nowak
Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure. J. Comput. Appl. Math. 345: 416-433 (2019) - [j10]Piotr Nowak
Strong Laws of Large Numbers for IVM-Events. IEEE Trans. Fuzzy Syst. 27(12): 2293-2301 (2019) - 2018
- [j9]Piotr Nowak
On central limit theorems for IV-events. Soft Comput. 22(8): 2471-2483 (2018) - 2017
- [j8]Piotr Nowak
Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making. Soft Comput. 21(10): 2575-2597 (2017) - [j7]Piotr Nowak
Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty. IEEE Trans. Fuzzy Syst. 25(2): 402-416 (2017) - 2016
- [j6]Piotr Nowak
On generalized versions of central limit theorems for IF-events. Inf. Sci. 355-356: 299-313 (2016) - 2015
- [j5]Piotr Nowak
Generalized versions of MV-algebraic central limit theorems. Kybernetika 51(5): 765-783 (2015) - 2014
- [j4]Piotr Nowak, Maciej Romaniuk
Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty. J. Autom. Mob. Robotics Intell. Syst. 8(3): 19-27 (2014) - [j3]Piotr Nowak
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework. J. Comput. Appl. Math. 263: 129-151 (2014) - [c3]Michal Pawlowski, Piotr Nowak
Modelling Spot Prices on the Polish Energy Market. IEEE Conf. on Intelligent Systems (2) 2014: 781-792 - 2013
- [j2]Piotr Nowak
A fuzzy approach to option pricing in a Levy process setting. Int. J. Appl. Math. Comput. Sci. 23(3): 613-622 (2013) - 2010
- [j1]Piotr Nowak
Computing option price for Levy process with fuzzy parameters. Eur. J. Oper. Res. 201(1): 206-210 (2010)
2000 – 2009
- 2007
- [c2]Piotr Nowak, Maciej Romaniuk:
Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol. EnviroInfo (1) 2007: 379-387 - 2003
- [c1]Piotr Nowak:
Monotone measures of intuitionistic fuzzy sets. EUSFLAT Conf. 2003: 172-176
Coauthor Index
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