Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Martzoukos, Spiros H."
Now showing items 1-20 of 28
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Article
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2014)
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Article
Contingent claims on foreign assets following jump-diffusion processes
Martzoukos, Spiros H. (2003)
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Article
Corporate liquidity and dividend policy under uncertainty
Koussis, Nicos; Martzoukos, Spiros H.; Trigeorgis, Lenos (2017)
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Article
Corporate liquidity and dividend policy under uncertainty
Koussis, Nicos; Martzoukos, Spiros H.; Trigeorgis, Lenos (2016)We examine optimal liquidity (retained earnings) and dividend choice incorporating debt financing with risk of default and bankruptcy costs as well as growth options under revenue uncertainty. We revisit the conditions for ...
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Book
Critical assessment of option pricing methods using Artificial Neural Networks
Andreou, P. Ch; Charalambous, Chris; Martzoukos, Spiros H. (2002)
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Book
European option pricing by using the support vector regression approach
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2009)
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Article
Generalized parameter functions for option pricing
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2010)
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Article
Hybrid artificial neural networks for efficient valuation of real options and financial derivatives
Charalambous, Chris; Martzoukos, Spiros H. (2005)
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Article
Hysteresis Models of Investment with Multiple Uncertainties and Exchange Rate Risk
Martzoukos, Spiros H. (2001)
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Article
The impact of the Financial Institutions Reform, Recovery, and Enforcement Act (FIRREA) on the value of S&L stocks
Bryant, Sarah K.; Martzoukos, Spiros H. (1998)
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Book Chapter
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2009)
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Article
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2007)
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Article
Investment options with debt-financing constraints
Koussis, Nicos; Martzoukos, Spiros H. (2012)A contingent claims model is used to study the impact of debt-financing constraints on firm value, optimal capital structure, the timing of investment and other variables, such as credit spreads. The optimal investment ...
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Article
Multi-currency options and financial institutions' hedging: Correlation does matter
Bryant, Sarah K.; Martzoukos, Spiros H. (1999)
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Article
Multi-stage product development with exploration, value-enhancing, preemptive and innovation options
Koussis, Nicos; Martzoukos, Spiros H.; Trigeorgis, Lenos (2013)
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Article
Optimal timing of transmission line investments in the face of uncertain demand. An option valuation approach
Martzoukos, Spiros H.; Teplitz-Sembitzky, W. (1992)
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Article
The option on n assets with exchange rate and exercise price risk
Martzoukos, Spiros H. (2001)
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Article
Option pricing and trading with artificial neural networks and advanced parametric models with implied parameters
Martzoukos, Spiros H.; Cabolis, Christos; Andreou, Panayiotis C. (2004)
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Article
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2008)
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Article
Real (investment) options with multiple sources of rare events
Martzoukos, Spiros H.; Trigeorgis, Lenos (2002)