Given the linguistic origin I think it is a bit moot to debate a correct pronunciation in English.
I'm reminded of the way the Greek dipthong eu (romanised) is said in English. One example of many is Perseus - most correctly/pedantically this rhymes with Zeus and has the same ending stress. Hardly anyone says Zay-yus but if you say Per-soos, people look a bit oddly at you. (Not that I mind that a bit)