The Colombia international has netted a return of 38 goals in 44 appearances since making the switch to the Estadio do Dragao from Mexican side Chiapas in 2012.
"Where would I like to play?" he said in La Gazzetta dello Sport.
"I think the best championships are La Liga, the Premier League and Bundesliga, which has grown much in recent years.
"But I also really like Serie A and have many friends in Italy."
Should a club make an approach for Martinez there will be a substantial release fee to pay with the striker under contract until the June 2016.
"My £34million buy-out clause seems a huge amount," he went on to add.
"In one year my value has exploded. I did not expect to do so well."
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