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Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure., and . J. Comput. Appl. Math., (2019)Assessment of the Asymmetry of the Intervertebral Foramina within the Lower Motion Segments of the Lumbar Spine on the Computer Tomography Sections., and . Symmetry, 14 (10): 1967 (2022)Integration with Respect to Hilbert Space-Valued Semimartingales via Jacod-Grigelionis Characteristics. Stochastic Analysis and Applications, 21 (5): 1141--1168 (2003)Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty., and . J. Autom. Mob. Robotics Intell. Syst., 8 (3): 19-27 (2014)Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty., and . IEEE Trans. Fuzzy Syst., 25 (2): 402-416 (2017)On generalized versions of central limit theorems for IF-events., and . Inf. Sci., (2016)On MV-Algebraic Versions of the Strong Law of Large Numbers., and . Entropy, 21 (7): 710 (2019)Stochastic approach to model spot price and value forward contracts on energy markets under uncertainty., and . J. Ambient Intell. Humaniz. Comput., 14 (4): 3075-3089 (2023)End-to-End Sinkhorn Autoencoder With Noise Generator., , , , , and . IEEE Access, (2021)Modelling Spot Prices on the Polish Energy Market., and . IEEE Conf. on Intelligent Systems (2), volume 323 of Advances in Intelligent Systems and Computing, page 781-792. Springer, (2014)