Spiros H. Martzoukos

Publication Activity (10 Years)

Years Active: 2000-2009
Publications (10 Years): 0

Publications

Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos
European Option Pricing by Using the Support Vector Regression Approach. ICANN (1) (2009)
Spiros H. Martzoukos
Real R&D options and optimal activation of two-dimensional random controls. J. Oper. Res. Soc. 60 (6) (2009)
Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters. Eur. J. Oper. Res. 185 (3) (2008)
Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis
Real R&D options with time-to-learn and learning-by-doing. Ann. Oper. Res. 151 (1) (2007)
Chris Charalambous, Spiros H. Martzoukos
Hybrid artificial neural networks for efficient valuation of real options and financial derivatives. Comput. Manag. Sci. 2 (2) (2005)
Spiros H. Martzoukos, Lenos Trigeorgis
Real (investment) options with multiple sources of rare events. Eur. J. Oper. Res. 136 (3) (2002)
Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos
Critical Assessment of Option Pricing Methods Using Artificial Neural Networks. ICANN (2002)
Spiros H. Martzoukos
Real Options with Random Controls and the Value of Learning. Ann. Oper. Res. 99 (1-4) (2000)