Spiros H. Martzoukos

According to our database, Spiros H. Martzoukos authored at least 8 papers between 2000 and 2009.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2009

Real R&D options and optimal activation of two-dimensional random controls.

Spiros H. Martzoukos

J. Oper. Res. Soc., 2009

European Option Pricing by Using the Support Vector Regression Approach.

Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos

Proceedings of the Artificial Neural Networks, 2009

2008

Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters.

Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos

Eur. J. Oper. Res., 2008

2007

Real R&D options with time-to-learn and learning-by-doing.

Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis

Ann. Oper. Res., 2007

2005

Hybrid artificial neural networks for efficient valuation of real options and financial derivatives.

Chris Charalambous, Spiros H. Martzoukos

Comput. Manag. Sci., 2005

2002

Real (investment) options with multiple sources of rare events.

Spiros H. Martzoukos, Lenos Trigeorgis

Eur. J. Oper. Res., 2002

Critical Assessment of Option Pricing Methods Using Artificial Neural Networks.

Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos

Proceedings of the Artificial Neural Networks, 2002

2000

Real Options with Random Controls and the Value of Learning.

Spiros H. Martzoukos

Ann. Oper. Res., 2000