Spiros Martzoukos

University of Cyprus - Department of Public and Business Administration

75 Kallipoleos Street

P.O. Box 20537

Nicosia CY-1678

CYPRUS

George Washington University - School of Business

Washington, DC 20052

United States

SCHOLARLY PAPERS

9

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CITATIONS

1

Scholarly Papers (9)

1.

Real Option Games with Incomplete Information and Spillovers

EFMA 2002 London Meetings; U of Cambridge, Judge Institute of Management Studies Working Paper 14/2001
Number of pages: 50 Posted: 20 Jan 2002
Eleftherios Zacharias and Spiros Martzoukos
affiliation not provided to SSRN and University of Cyprus - Department of Public and Business Administration
Downloads 567 (43,958)

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Real options, Incomplete information and learning, R&D coordination, 2-stage games

2.

Investment Options With Debt Financing Constraints

Number of pages: 50 Posted: 20 Mar 2007 Last Revised: 09 Mar 2008
Nicos Koussis and Spiros Martzoukos
University of Cyprus and University of Cyprus - Department of Public and Business Administration
Downloads 322 (87,214)

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Capital Structure, Financing Constraints, Endogenous Default, Real Options, Growth Options

3.

Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

Number of pages: 25 Posted: 16 Jun 2008
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Downloads 296 (95,738)

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Option pricing, implied volatilities, implied parameters, deterministic volatility functions, support vector machines, neural networks

4.

Product Development with Value-Enhancing Options

Number of pages: 47 Posted: 23 Mar 2007
Nicos Koussis, Lenos Trigeorgis and Spiros Martzoukos
University of Cyprus, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Downloads 136 (198,608)
Citation 1

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Real options, economics of R&D, technical risk, path-dependency, sequential (compound) options, early versions (pilot projects) with cash multiplier, jump-diffusion

5.

Option Pricing on Non-Recombining Implied Trees Assuming Serial Dependence of Returns

Number of pages: 44 Posted: 06 Mar 2008
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus - Department of Public and Business Administration
Downloads 112 (230,283)

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Volatility smile, nonlinear constrained optimization, implied non-recombining trees, calibration, serial dependence of returns

6.

Bank Distress in the European Union 2008-2015: A General Assessment

Number of pages: 46 Posted: 08 Jul 2018 Last Revised: 04 Oct 2018
Panayiotis Ioannou, Stelios Markoulis and Spiros Martzoukos
Independent, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Downloads 6 (568,580)

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Bank Distress, CAMELS, European Union Banks, Size, Revenue Diversification

7.

Assessing the Performance of Symmetric and Asymmetric Implied Volatility Functions

Posted: 09 Jul 2008 Last Revised: 16 Jan 2011
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration

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Option pricing, implied volatilities, deterministic volatility functions, implied volatility functions

8.

Generalized Parameter Functions for Option Pricing

Journal of Banking & Finance, Volume 34, Issue 3, March 2010, Pages 633-646
Posted: 17 Mar 2008 Last Revised: 19 Jul 2015
University of Cyprus - Department of Public and Business Administration, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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implied parameters, deterministic volatility functions, hedging, semi-parametric approach

9.

The Survival Zone for a Bond with Both Call and Put Options Embedded

Journal of Financial Research
Posted: 14 Sep 1998
Theodore Barnhill and Spiros Martzoukos
George Washington University - Department of Finance and University of Cyprus - Department of Public and Business Administration

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