Browsing by Author "Martzoukos, Spiros H."
Now showing items 21-28 of 28
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Article
Real option games with R&D and learning spillovers
Martzoukos, Spiros H.; Zacharias, E. (2013)
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Article
Real Options with Random Controls and the Value of Learning
Martzoukos, Spiros H. (2000)
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Book Chapter
Real options with random controls, rare events, and risk-to-ruin
Koussis, Nicos; Martzoukos, Spiros H.; Trigeorgis, Lenos (2007)
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Article
Real R&D options and optimal activation of two-dimensional random controls
Martzoukos, Spiros H. (2009)
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Book Chapter
Real R&D options with endogenous and exogenous learning
Martzoukos, Spiros H. (2003)
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Article
Real R&D options with time-to-learn and learning-by-doing
Koussis, Nicos; Martzoukos, Spiros H.; Trigeorgis, Lenos (2007)
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Article
Robust artificial neural networks for pricing of European options
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2006)
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Article
The Survival Zone for a Bond with both Call and Put Options Embedded
Martzoukos, Spiros H.; Jr, Theodore M. Barnhill (1998)We present a numerical method to price bonds that have multiple embedded options with an emphasis on the case with both long call and short put options. The valuation framework is a one-factor model for the term structure ...