In this paper, we propose a new approach for ranking all fuzzynumbers based on revising the ranking method proposed by Ezzati et al. cite{Ezzati}.To this end, we present and investigate some properties of the proposed approach indetails. Finally, to illustrate the advantage of the proposed method, it is applied to several groups of fuzzy numbers and the results are compared with other related a...

We propose implied spreads (IS) and normalized (NIS) as simple measures to characterize option prices. IS is the credit spread of an option’s bond, portfolio long a risk-free bond short put option. NIS normalizes by risk-neutral default probability reflects tail risk. are countercyclical predict returns, while neither, like volatility, predicts returns. These opposite predictability results con...

this paper is a translation of a chapter of the hook written by jonathan e. ingersoll jr. the farsi translation will he of great help to iranian students studying option pricing models.

The paper extends our previous analysis of market incompleteness to the case where there exist both a forward and real time market. The discussion is conducted with reference to a two-stage framework commonly used in stochastic programming and finance, but also familiar to the power industry. The paper considers two market designs. The first organization assumes that physical transmission servi...

This memo documents an optional type of Open Shortest Path First (OSPF) area that is somewhat humorously referred to as a "not-sostubby" area (or NSSA). NSSAs are similar to the existing OSPF stub area configuration option but have the additional capability of importing AS external routes in a limited fashion. The OSPF NSSA Option was originally defined in RFC 1587. The functional differences b...