Piotr Nowak

24 papers Journal 21Unranked 3
YearRankTypeTitle / Venue / Authors
2026 J jnl
On convergence of series of independent fuzzy random variables.
Fuzzy Sets Syst.
Piotr Nowak, Olgierd Hryniewicz
2025 J jnl
Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates.
Entropy
Piotr Nowak, Dariusz Gatarek
2023 J jnl
Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment.
Entropy
Piotr Nowak, Michal Pawlowski
2023 J jnl
Stochastic approach to model spot price and value forward contracts on energy markets under uncertainty.
J. Ambient Intell. Humaniz. Comput.
Michal Pawlowski, Piotr Nowak
2022 J jnl
Assessment of the Asymmetry of the Intervertebral Foramina within the Lower Motion Segments of the Lumbar Spine on the Computer Tomography Sections.
Symmetry
Piotr Nowak, Lukasz Kubaszewski
2021 J jnl
End-to-End Sinkhorn Autoencoder With Noise Generator.
IEEE Access
Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Przemyslaw Spurek, Tomasz Trzcinski
2021 J jnl
On Some Laws of Large Numbers for Uncertain Random Variables.
Symmetry
Piotr Nowak, Olgierd Hryniewicz
2020 J jnl
End-to-end Sinkhorn Autoencoder with Noise Generator.
CoRR
Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Tomasz Trzcinski
2020 J jnl
SnO2/TiO2 Thin Film n-n Heterostructures of Improved Sensitivity to NO2.
Sensors
Piotr Nowak, Wojciech Maziarz, Artur Rydosz, Kazimierz Kowalski, Magdalena Ziabka, Katarzyna Zakrzewska
2019 J jnl
On MV-Algebraic Versions of the Strong Law of Large Numbers.
Entropy
Piotr Nowak, Olgierd Hryniewicz
2019 J jnl
Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure.
J. Comput. Appl. Math.
Piotr Nowak, Michal Pawlowski
2019 J jnl
Strong Laws of Large Numbers for IVM-Events.
IEEE Trans. Fuzzy Syst.
Piotr Nowak, Olgierd Hryniewicz
2018 J jnl
On central limit theorems for IV-events.
Soft Comput.
Piotr Nowak, Olgierd Hryniewicz
2017 J jnl
Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making.
Soft Comput.
Piotr Nowak, Maciej Romaniuk
2017 J jnl
Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty.
IEEE Trans. Fuzzy Syst.
Piotr Nowak, Michal Pawlowski
2016 J jnl
On generalized versions of central limit theorems for IF-events.
Inf. Sci.
Piotr Nowak, Olgierd Hryniewicz
2015 J jnl
Generalized versions of MV-algebraic central limit theorems.
Kybernetika
Piotr Nowak, Olgierd Hryniewicz
2014 J jnl
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework.
J. Comput. Appl. Math.
Piotr Nowak, Maciej Romaniuk
2014 J jnl
Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty.
J. Autom. Mob. Robotics Intell. Syst.
Piotr Nowak, Maciej Romaniuk
2014 — conf
Modelling Spot Prices on the Polish Energy Market.
IEEE Conf. on Intelligent Systems (2)
Michal Pawlowski, Piotr Nowak
2013 J jnl
A fuzzy approach to option pricing in a Levy process setting.
Int. J. Appl. Math. Comput. Sci.
Piotr Nowak, Maciej Romaniuk
2010 J jnl
Computing option price for Levy process with fuzzy parameters.
Eur. J. Oper. Res.
Piotr Nowak, Maciej Romaniuk
2007 — conf
Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol.
EnviroInfo (1)
Piotr Nowak, Maciej Romaniuk
2003 — conf
Monotone measures of intuitionistic fuzzy sets.
EUSFLAT Conf.
Piotr Nowak