University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
01
Cover Vol.4 No.2, October 2007
0
EN
10.22111/ijfs.2007.2908
http://ijfs.usb.ac.ir/article_2908.html
http://ijfs.usb.ac.ir/article_2908_ddbe99988aa5076a1f94305d5b4b0e4e.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
PRICING STOCK OPTIONS USING FUZZY SETS
1
14
EN
James J.
Buckley
Department of Mathematics, University of Alabama at Birmingham,
Birmingham, Al 35209, USA
buckley@math.uab.edu
Esfandiar
Eslami
Department of Mathematics, Shahid Bahonar University of Kerman,
Kerman and Institute for Studies in Theoretical Physics and Mathematics(IPM),
Tehran, Iran
eeslami@mail.uk.ac.ir
10.22111/ijfs.2007.365
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.
Pricing Options,Binomial methods,Fuzzy numbers
http://ijfs.usb.ac.ir/article_365.html
http://ijfs.usb.ac.ir/article_365_166ca7566fde953dc5de7ad3e33575c6.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
OPTIMIZATION OF LINEAR OBJECTIVE FUNCTION SUBJECT TO FUZZY RELATION INEQUALITIES CONSTRAINTS WITH MAX-AVERAGE COMPOSITION
15
29
EN
ELYAS
SHIVANIAN
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF
TECHNOLOGY, TEHRAN 15914, IRAN
eshivanian@gmail.com
ESMAILE
KHORRAM
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF
TECHNOLOGY, TEHRAN 15914, IRAN
eskor@aut.ac.ir
AMIN
GHODOUSIAN
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF
TECHNOLOGY, TEHRAN 15914, IRAN
10.22111/ijfs.2007.368
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.
Linear objective function optimization,Fuzzy r e lation equations,Fuzzy
relation inequalities
http://ijfs.usb.ac.ir/article_368.html
http://ijfs.usb.ac.ir/article_368_e3fec3b0627142fc215ec44c2ff81a1f.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
A NOTE ON THE ZIMMERMANN METHOD FOR SOLVING FUZZY LINEAR PROGRAMMING PROBLEMS
31
45
EN
MOHAMMADREZA
SAFI
DEPARTMENT OF MATHEMATICES, UNIVERSITY OF SHAHID-BAHONAR KERMAN,
KERMAN, IRAN
safi_mohammadreza@yahoo.com
HAMIDREZA
MALEKI
DEPARTMENT OF BASIC SCIENCES, SHIRAZ UNIVERSITY OF TECHNOLOGY, SHIRAZ,
IRAN
maleki@sutech.ac.ir
EFFAT
ZAEIMAZAD
DEPARTMENT OF MATHEMATICES, UNIVERSITY OF SHAHID-BAHONAR KERMAN,
KERMAN, IRAN
effat_zaeimazad@yahoo.com
10.22111/ijfs.2007.369
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.
Linear programming,Fuzzy set theory,Fuzzy linear programming and fuzzy
efficiency
http://ijfs.usb.ac.ir/article_369.html
http://ijfs.usb.ac.ir/article_369_c50bd5faf59078df22d9c02d540aade9.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
LK-INTERIOR SYSTEMS AS SYSTEMS OF “ALMOST OPEN” L-SETS
47
55
EN
Tatana
Funiokova
Department of Mathematics, Technical University of Ostrava,
17. listopadu, CZ-708 30,Ostrava , Czech Republic
tatana.funiokova@vsb.cz
10.22111/ijfs.2007.370
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.
Interior operator,Interior system,Fuzzy set,Fuzzy logic
http://ijfs.usb.ac.ir/article_370.html
http://ijfs.usb.ac.ir/article_370_d6c63315b1797d8518b3230c75dedb5e.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
CHARACTERIZATION OF REGULAR $Gamma$−SEMIGROUPS THROUGH FUZZY IDEALS
57
68
EN
P.
Dheena
Department of Mathematics, Annamalai University, Annamalainagar-
608002, India
dheenap@yahoo.com
S.
Coumaressane
Department of Mathematics,Annamalai University, Annamalainagar-
608002, India
coumaressane_s@yahoo.com
10.22111/ijfs.2007.375
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.
$\Gamma$−semigroup,Bi-ideal,Quasi-ideal,Regular,Strongly regular,Left(right) regular,Fuzzy (left,right)ideal,Fuzzy quasi-ideal,Fuzzy bi-ideal
http://ijfs.usb.ac.ir/article_375.html
http://ijfs.usb.ac.ir/article_375_dbea687f85b19c156e13c580580b59e3.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
RESIDUAL OF IDEALS OF AN L-RING
69
82
EN
ANAND SWAROOP
PRAJAPATI
ATMA RAM SANATAN DHARMA COLLEGE, UNIVERSITY OF DELHI,
DHAULA KUAN, NEW DELHI – 110021, INDIA
prajapati_anand@yahoo.co.in
10.22111/ijfs.2007.378
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.
L-subring,L-ideal,Right quotient,Left quotient
http://ijfs.usb.ac.ir/article_378.html
http://ijfs.usb.ac.ir/article_378_18e934871298c269162e4614b21f86e1.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
SOME PROPERTIES OF NEAR SR-COMPACTNESS
83
87
EN
Shi-Zhong
Bai
Department of Mathematics, Wuyi University, Guangdong 529020,
P.R.China
shizhongbai@yahoo.com
10.22111/ijfs.2007.379
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.
L-topology,SS-remote neighborhood family,-net,Compactness,Near SR-compact L-subset
http://ijfs.usb.ac.ir/article_379.html
http://ijfs.usb.ac.ir/article_379_273713dcd904c068e3e93be78892c8b4.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
09
COUNTABLY NEAR PS-COMPACTNESS IN L-TOPOLOGICAL SPACES
89
94
EN
Shi-Zhong
Bai
Department of Mathematics, Wuyi University, Guangdong 529020,
P.R.China
shizhongbai@yahoo.com
10.22111/ijfs.2007.381
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.
L-topology,Pre-semiclosed set,Remote-neighborhood,Countably
near PS-compact set
http://ijfs.usb.ac.ir/article_381.html
http://ijfs.usb.ac.ir/article_381_a1cab2ee2db813cfbf1b688858d2b558.pdf
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
4
2
2007
10
30
Persian-translation Vol.4 No.2, October 2007
97
104
EN
10.22111/ijfs.2007.2909
http://ijfs.usb.ac.ir/article_2909.html
http://ijfs.usb.ac.ir/article_2909_61412a1a0bcf35f7346eb24d362cbd77.pdf