| Pricing and simulations of catastrophe bonds P Nowak, M Romaniuk Insurance: Mathematics and Economics 52 (1), 18-28, 2013 | 119 | 2013 |
| Computing option price for Levy process with fuzzy parameters P Nowak, M Romaniuk European Journal of Operational Research 201 (1), 206-210, 2010 | 53 | 2010 |
| Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework P Nowak, M Romaniuk Journal of Computational and Applied Mathematics 263, 129-151, 2014 | 42 | 2014 |
| A fuzzy approach to option pricing in a Levy process setting P Nowak, M Romaniuk International Journal of Applied Mathematics and Computer Science 23 (3 …, 2013 | 32 | 2013 |
| Valuing catastrophe bonds involving correlation and CIR interest rate model P Nowak, M Romaniuk Computational and Applied Mathematics 37, 365-394, 2018 | 26 | 2018 |
| Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making P Nowak, M Romaniuk Soft Computing 21, 2575-2597, 2017 | 25 | 2017 |
| Bayes statistical decisions with random fuzzy data–an application for the Weibull distribution O Hryniewicz, K KAczmAreK, P Nowak Eksploatacja i Niezawodność 17 (4), 610--616, 2015 | 18 | 2015 |
| Option pricing with application of Levy processes and the minimal variance equivalent martingale measure under uncertainty P Nowak, M Pawłowski IEEE Transactions on Fuzzy Systems 25 (2), 402-416, 2017 | 14 | 2017 |
| Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure P Nowak, M Pawłowski Journal of Computational and Applied Mathematics 345, 416-433, 2019 | 13 | 2019 |
| On Jacod–Grigelionis characteristics for Hilbert space valued semimartingales P Nowak Taylor & Francis Group 20 (5), 963-998, 2002 | 13 | 2002 |
| MONTE CARLO METHODS: THEORY, ALGORITHMS AND APPLICATIONS TO SELECTED FINANCIAL PROBLEMS M ROMANIUK, P NOWAK | 11 | 2015 |
| On generalized versions of central limit theorems for IF-events P Nowak, O Hryniewicz Information Sciences 355, 299-313, 2016 | 10 | 2016 |
| Evaluation of portfolio of financial and insurance instruments: Simulation of uncertainty P Nowak, M Romaniuk, T Ermolieva Managing Safety of Heterogeneous Systems: Decisions under Uncertainties and …, 2011 | 10 | 2011 |
| Portfolio of financial and insurance instruments for losses caused by natural catastrophes P Nowak, M Romaniuk Information systems architecture and technology. IT technologies in …, 2009 | 9 | 2009 |
| Option pricing with Levy process in a fuzzy framework P Nowak Recent Advances in Fuzzy Sets, Intuitionistic Fuzzy Sets, Generalized Nets …, 2011 | 8 | 2011 |
| Dobór optymalnego modelu stochastycznego w wycenie opcji metodami Monte Carlo P Nowak, P Nycz, M Romaniuk conference material on BOS, 2002 | 8 | 2002 |
| Analysis of applications of some ex-ante instruments for the transfer of catastrophic risks P Nowak IR-99-075, 1999 | 8 | 1999 |
| On central limit theorems for IV-events P Nowak, O Hryniewicz Soft Computing 22, 2471-2483, 2018 | 7 | 2018 |
| Generalized versions of MV-algebraic central limit theorems P Nowak, O Hryniewicz Kybernetika 51 (5), 765-783, 2015 | 7 | 2015 |
| Catastrophe bond pricing with fuzzy volatility parameters P Nowak, M Romaniuk Issues and challenges of intelligent systems and computational intelligence …, 2014 | 7 | 2014 |
Olgierd HryniewiczInstytut Badań Systemowych PANVerified email at ibspan.waw.pl
