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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
2005Theory of rational option pricing7,161 cited
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
1981A model of international asset pricing807 cited
1982Options on the minimum or the maximum of two risky assets553 cited
1976Option pricing473 cited
1976Sharing rules and equilibrium in an international capital market under uncertainty384 cited

1997Equilibrium Valuation of Foreign Exchange Claims106 cited
1986Valuation of Foreign Currency Options: Some Empirical Tests87 cited
1994A new measure to compare the hedging effectiveness of foreign currency futures versus options85 cited
1987Hedging the risks from writing foreign currency options83 cited
2015Skewed Generalized Error Distribution of Financial Assets and Option Pricing82 cited
2008Pricing currency options under two-factor Markov-modulated stochastic volatility models69 cited
2010Markov-modulated jump–diffusions for currency option pricing66 cited
1986On the use of European models to price American options on foreign currency

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63 cited