Cover Vol.4 No.2, October 2007
text
article
2007
eng
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
0
http://ijfs.usb.ac.ir/article_2908_ddbe99988aa5076a1f94305d5b4b0e4e.pdf
dx.doi.org/10.22111/ijfs.2007.2908
PRICING STOCK OPTIONS USING FUZZY SETS
James J.
Buckley
Department of Mathematics, University of Alabama at Birmingham,
Birmingham, Al 35209, USA
author
Esfandiar
Eslami
Department of Mathematics, Shahid Bahonar University of Kerman,
Kerman and Institute for Studies in Theoretical Physics and Mathematics(IPM),
Tehran, Iran
author
text
article
2007
eng
We use the basic binomial option pricing method but allow someor all the parameters in the model to be uncertain and model this uncertaintyusing fuzzy numbers. We show that with the fuzzy model we can, with areasonably small number of steps, consider almost all possible future stockprices; whereas the crisp model can consider only n + 1 prices after n steps.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
1
14
http://ijfs.usb.ac.ir/article_365_166ca7566fde953dc5de7ad3e33575c6.pdf
dx.doi.org/10.22111/ijfs.2007.365
OPTIMIZATION OF LINEAR OBJECTIVE FUNCTION SUBJECT TO FUZZY RELATION INEQUALITIES CONSTRAINTS WITH MAX-AVERAGE COMPOSITION
ELYAS
SHIVANIAN
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF
TECHNOLOGY, TEHRAN 15914, IRAN
author
ESMAILE
KHORRAM
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF
TECHNOLOGY, TEHRAN 15914, IRAN
author
AMIN
GHODOUSIAN
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF
TECHNOLOGY, TEHRAN 15914, IRAN
author
text
article
2007
eng
In this paper, the finitely many constraints of a fuzzy relationinequalities problem are studied and the linear objective function on the regiondefined by a fuzzy max-average operator is optimized. A new simplificationtechnique which accelerates the resolution of the problem by removing thecomponents having no effect on the solution process is given together with analgorithm and a numerical example to illustrate the steps of the problemresolution process.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
15
29
http://ijfs.usb.ac.ir/article_368_e3fec3b0627142fc215ec44c2ff81a1f.pdf
dx.doi.org/10.22111/ijfs.2007.368
A NOTE ON THE ZIMMERMANN METHOD FOR SOLVING FUZZY LINEAR PROGRAMMING PROBLEMS
MOHAMMADREZA
SAFI
DEPARTMENT OF MATHEMATICES, UNIVERSITY OF SHAHID-BAHONAR KERMAN,
KERMAN, IRAN
author
HAMIDREZA
MALEKI
DEPARTMENT OF BASIC SCIENCES, SHIRAZ UNIVERSITY OF TECHNOLOGY, SHIRAZ,
IRAN
author
EFFAT
ZAEIMAZAD
DEPARTMENT OF MATHEMATICES, UNIVERSITY OF SHAHID-BAHONAR KERMAN,
KERMAN, IRAN
author
text
article
2007
eng
There are several methods for solving fuzzy linear programming (FLP)problems. When the constraints and/or the objective function are fuzzy, the methodsproposed by Zimmermann, Verdegay, Chanas and Werners are used more often thanthe others. In the Zimmerman method (ZM) the main objective function cx is addedto the constraints as a fuzzy goal and the corresponding linear programming (LP)problem with a new objective (λ ) is solved. When this new LP has alternative optimalsolutions (AOS), ZM may not always present the "best" solution. Two cases may occur:cx may have different bounded values for the AOS or be unbounded. Since all of theAOS have the same λ , they have the same values for the new LP. Therefore, unlesswe check the value of cx for all AOS, it may be that we do not present the bestsolution to the decision maker (DM); it is possible that cx is unbounded but ZMpresents a bounded solution as the optimal solution. In this note, we propose analgorithm for eliminating these difficulties.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
31
45
http://ijfs.usb.ac.ir/article_369_c50bd5faf59078df22d9c02d540aade9.pdf
dx.doi.org/10.22111/ijfs.2007.369
LK-INTERIOR SYSTEMS AS SYSTEMS OF “ALMOST OPEN” L-SETS
Tatana
Funiokova
Department of Mathematics, Technical University of Ostrava,
17. listopadu, CZ-708 30,Ostrava , Czech Republic
author
text
article
2007
eng
We study interior operators and interior structures in a fuzzy setting.We investigate systems of “almost open” fuzzy sets and the relationshipsto fuzzy interior operators and fuzzy interior systems.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
47
55
http://ijfs.usb.ac.ir/article_370_d6c63315b1797d8518b3230c75dedb5e.pdf
dx.doi.org/10.22111/ijfs.2007.370
CHARACTERIZATION OF REGULAR $\Gamma$−SEMIGROUPS THROUGH FUZZY IDEALS
P.
Dheena
Department of Mathematics, Annamalai University, Annamalainagar-
608002, India
author
S.
Coumaressane
Department of Mathematics,Annamalai University, Annamalainagar-
608002, India
author
text
article
2007
eng
Notions of strongly regular, regular and left(right) regular $\Gamma$−semigroupsare introduced. Equivalent conditions are obtained through fuzzy notion for a$\Gamma$−semigroup to be either strongly regular or regular or left regular.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
57
68
http://ijfs.usb.ac.ir/article_375_dbea687f85b19c156e13c580580b59e3.pdf
dx.doi.org/10.22111/ijfs.2007.375
RESIDUAL OF IDEALS OF AN L-RING
ANAND SWAROOP
PRAJAPATI
ATMA RAM SANATAN DHARMA COLLEGE, UNIVERSITY OF DELHI,
DHAULA KUAN, NEW DELHI – 110021, INDIA
author
text
article
2007
eng
The concept of right (left) quotient (or residual) of an ideal η by anideal ν of an L-subring μ of a ring R is introduced. The right (left) quotients areshown to be ideals of μ . It is proved that the right quotient [η :r ν ] of an idealη by an ideal ν of an L-subring μ is the largest ideal of μ such that[η :r ν ]ν ⊆ η . Most of the results pertaining to the notion of quotients(or residual) of an ideal of ordinary rings are extended to L-ideal theory ofL-subrings.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
69
82
http://ijfs.usb.ac.ir/article_378_18e934871298c269162e4614b21f86e1.pdf
dx.doi.org/10.22111/ijfs.2007.378
SOME PROPERTIES OF NEAR SR-COMPACTNESS
Shi-Zhong
Bai
Department of Mathematics, Wuyi University, Guangdong 529020,
P.R.China
author
text
article
2007
eng
In this paper, we study some properties of the near SR-compactnessin L-topological spaces, where L is a fuzzy lattice. The near SR-compactness isa kind of compactness between Lowen’s fuzzy compactness and SR-compactness,and it preserves desirable properties of compactness in general topologicalspaces.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
83
87
http://ijfs.usb.ac.ir/article_379_273713dcd904c068e3e93be78892c8b4.pdf
dx.doi.org/10.22111/ijfs.2007.379
COUNTABLY NEAR PS-COMPACTNESS IN L-TOPOLOGICAL SPACES
Shi-Zhong
Bai
Department of Mathematics, Wuyi University, Guangdong 529020,
P.R.China
author
text
article
2007
eng
In this paper, the concept of countably near PS-compactness inL-topological spaces is introduced, where L is a completely distributive latticewith an order-reversing involution. Countably near PS-compactness is definedfor arbitrary L-subsets and some of its fundamental properties are studied.
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
89
94
http://ijfs.usb.ac.ir/article_381_a1cab2ee2db813cfbf1b688858d2b558.pdf
dx.doi.org/10.22111/ijfs.2007.381
Persian-translation Vol.4 No.2, October 2007
text
article
2007
eng
Iranian Journal of Fuzzy Systems
University of Sistan and Baluchestan
1735-0654
4
v.
2
no.
2007
97
104
http://ijfs.usb.ac.ir/article_2909_61412a1a0bcf35f7346eb24d362cbd77.pdf
dx.doi.org/10.22111/ijfs.2007.2909