Spiros H. Martzoukos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A neuro-structural framework for bankruptcy prediction Quantitative Finance	2023-11-07	Paper
Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S. Quantitative Finance	2020-09-14	Paper
Real R&D options and optimal activation of two-dimensional random controls The Journal of the Operational Research Society	2009-10-15	Paper
scientific article; zbMATH DE number 5589695 (Why is no real title available?)	2009-08-03	Paper
Real R\&D options with time-to-learn and learning-by-doing Annals of Operations Research	2008-03-31	Paper
Hybrid artificial neural networks for efficient valuation of real options and financial derivatives Computational Management Science	2008-03-14	Paper
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters European Journal of Operational Research	2007-12-10	Paper
Implied non-recombining trees and calibration for the volatility smile Quantitative Finance	2007-10-22	Paper
scientific article; zbMATH DE number 5172408 (Why is no real title available?)	2007-07-18	Paper
Robust artificial neural networks for pricing of European options Computational Economics	2006-11-17	Paper
Contingent claims on foreign assets following jump-diffusion processes Review of Derivatives Research	2004-01-14	Paper
scientific article; zbMATH DE number 1928765 (Why is no real title available?)	2003-06-16	Paper
Real (investment) options with multiple sources of rare events European Journal of Operational Research	2002-01-23	Paper
Real options with random controls and the value of learning Annals of Operations Research	2001-06-14	Paper

Research outcomes over time

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