Piotr Nowak

According to our database, Piotr Nowak authored at least 22 papers between 2003 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment.

Piotr Nowak, Michal Pawlowski

Entropy, March, 2023

Stochastic approach to model spot price and value forward contracts on energy markets under uncertainty.

Michal Pawlowski, Piotr Nowak

J. Ambient Intell. Humaniz. Comput., 2023

2022

Assessment of the Asymmetry of the Intervertebral Foramina within the Lower Motion Segments of the Lumbar Spine on the Computer Tomography Sections.

Piotr Nowak, Lukasz Kubaszewski

Symmetry, 2022

2021

On Some Laws of Large Numbers for Uncertain Random Variables.

Piotr Nowak, Olgierd Hryniewicz

Symmetry, 2021

End-to-End Sinkhorn Autoencoder With Noise Generator.

Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Przemyslaw Spurek, Tomasz Trzcinski

IEEE Access, 2021

2020

SnO2/TiO2 Thin Film n-n Heterostructures of Improved Sensitivity to NO2.

Piotr Nowak, Wojciech Maziarz, Artur Rydosz, Kazimierz Kowalski, Magdalena Ziabka, Katarzyna Zakrzewska

Sensors, 2020

End-to-end Sinkhorn Autoencoder with Noise Generator.

Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Tomasz Trzcinski

CoRR, 2020

2019

Strong Laws of Large Numbers for IVM-Events.

Piotr Nowak, Olgierd Hryniewicz

IEEE Trans. Fuzzy Syst., 2019

Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure.

Piotr Nowak, Michal Pawlowski

J. Comput. Appl. Math., 2019

On MV-Algebraic Versions of the Strong Law of Large Numbers.

Piotr Nowak, Olgierd Hryniewicz

Entropy, 2019

2018

On central limit theorems for IV-events.

Piotr Nowak, Olgierd Hryniewicz

Soft Comput., 2018

2017

Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty.

Piotr Nowak, Michal Pawlowski

IEEE Trans. Fuzzy Syst., 2017

Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making.

Piotr Nowak, Maciej Romaniuk

Soft Comput., 2017

2016

On generalized versions of central limit theorems for IF-events.

Piotr Nowak, Olgierd Hryniewicz

Inf. Sci., 2016

2015

Generalized versions of MV-algebraic central limit theorems.

Piotr Nowak, Olgierd Hryniewicz

Kybernetika, 2015

2014

Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework.

Piotr Nowak, Maciej Romaniuk

J. Comput. Appl. Math., 2014

Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty.

Piotr Nowak, Maciej Romaniuk

J. Autom. Mob. Robotics Intell. Syst., 2014

Modelling Spot Prices on the Polish Energy Market.

Michal Pawlowski, Piotr Nowak

Proceedings of the Intelligent Systems'2014, 2014

2013

A fuzzy approach to option pricing in a Levy process setting.

Piotr Nowak, Maciej Romaniuk

Int. J. Appl. Math. Comput. Sci., 2013

2010

Computing option price for Levy process with fuzzy parameters.

Piotr Nowak, Maciej Romaniuk

Eur. J. Oper. Res., 2010

2007

Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol.

Piotr Nowak, Maciej Romaniuk

Proceedings of the Environmental Informatics and Systems Research: Proceedings of the 21st International Conference for Environmental Protection, 2007

2003

Monotone measures of intuitionistic fuzzy sets.

Piotr Nowak

Proceedings of the 3rd Conference of the European Society for Fuzzy Logic and Technology, 2003