Real Options with Random Controls and the Value of Learning. - Spiros H. Martzoukos (Ann. Oper. Res., 2000)

Critical Assessment of Option Pricing Methods Using Artificial Neural Networks. - Panayiotis Ch. Andreou; Chris Charalambous; Spiros H. Martzoukos (ICANN, 2002)

Real (investment) options with multiple sources of rare events. - Spiros H. Martzoukos; Lenos Trigeorgis (Eur. J. Oper. Res., 2002)

Option pricing and trading with artificial neural networks and advanced parametric models with implied parameters. - Panayiotis Ch. Andreou; Spiros H. Martzoukos; Chris Charalambous (IJCNN, 2004)

Hybrid artificial neural networks for efficient valuation of real options and financial derivatives. - Chris Charalambous; Spiros H. Martzoukos (Comput. Manag. Sci., 2005)

Real R&D options with time-to-learn and learning-by-doing. - Nicos Koussis; Spiros H. Martzoukos; Lenos Trigeorgis (Ann. Oper. Res., 2007)

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)

European Option Pricing by Using the Support Vector Regression Approach. - Panayiotis Ch. Andreou; Chris Charalambous; Spiros H. Martzoukos (ICANN (1), 2009)

Real R&D options and optimal activation of two-dimensional random controls. - Spiros H. Martzoukos (J. Oper. Res. Soc., 2009)