| Real (investment) options with multiple sources of rare events SH Martzoukos, L Trigeorgis European Journal of Operational Research 136 (3), 696-706, 2002 | 114 | 2002 |
| Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters PC Andreou, C Charalambous, SH Martzoukos European Journal of Operational Research 185 (3), 1415-1433, 2008 | 97 | 2008 |
| Optimal timing of transmission line investments in the face of uncertain demand: An option valuation approach SH Martzoukos, W Teplitz-Sembitzky Energy Economics 14 (1), 3-9, 1992 | 58 | 1992 |
| Real R&D options with time-to-learn and learning-by-doing N Koussis, SH Martzoukos, L Trigeorgis Annals of Operations Research 151, 29-55, 2007 | 57 | 2007 |
| Real option games with R&D and learning spillovers SH Martzoukos, E Zacharias Omega 41 (2), 236-249, 2013 | 46 | 2013 |
| Robust artificial neural networks for pricing of European options PC Andreou, C Charalambous, SH Martzoukos Computational Economics 27, 329-351, 2006 | 45 | 2006 |
| Generalized parameter functions for option pricing PC Andreou, C Charalambous, SH Martzoukos Journal of banking & finance 34 (3), 633-646, 2010 | 42 | 2010 |
| Corporate liquidity and dividend policy under uncertainty N Koussis, SH Martzoukos, L Trigeorgis Journal of Banking & Finance 81, 221-235, 2017 | 41 | 2017 |
| Multi-stage product development with exploration, value-enhancing, preemptive and innovation options N Koussis, SH Martzoukos, L Trigeorgis Journal of Banking & Finance 37 (1), 174-190, 2013 | 25 | 2013 |
| Project risk choices under privately guaranteed debt financing P Angoua, I Soumaré The Quarterly Review of Economics and Finance 48 (1), 123-152, 2008 | 25 | 2008 |
| Real options with random controls and the value of learning SH Martzoukos Annals of Operations Research 99 (1), 305-323, 2000 | 22 | 2000 |
| Assessing the performance of symmetric and asymmetric implied volatility functions PC Andreou, C Charalambous, SH Martzoukos Review of Quantitative Finance and Accounting 42, 373-397, 2014 | 18 | 2014 |
| Option pricing and trading with artificial neural networks and advanced parametric models with implied parameters AC Panayiotis, MH Spiros, C Chris 2004 IEEE International Joint Conference on Neural Networks (IEEE Cat. No …, 2004 | 15 | 2004 |
| European option pricing by using the support vector regression approach PC Andreou, C Charalambous, SH Martzoukos Artificial Neural Networks–ICANN 2009: 19th International Conference …, 2009 | 14 | 2009 |
| Real R&D options with endogenous and exogenous learning SH Martzoukos Real R & D Options, 111-129, 2003 | 14 | 2003 |
| Contingent claims on foreign assets following jump-diffusion processes SH Martzoukos Review of Derivatives Research 6, 27-45, 2003 | 13 | 2003 |
| Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from US C Charalambous, SH Martzoukos, Z Taoushianis Quantitative Finance 20 (2), 329-346, 2020 | 12 | 2020 |
| Real option games with incomplete information and spillovers S Martzoukos, E Zacharias Real options conference, 2002 | 12 | 2002 |
| Critical assessment of option pricing methods using artificial neural networks PC Andreou, C Charalambous, SH Martzoukos Artificial Neural Networks—ICANN 2002: International Conference Madrid …, 2002 | 12 | 2002 |
| Hysteresis models of investment with multiple uncertainties and exchange rate risk SH Martzoukos Review of Quantitative Finance and Accounting 16, 251-268, 2001 | 12 | 2001 |
