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Cited by

• 2013Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates47 cited
• 2009Stochastic Volatility and Stochastic Leverage38 cited
• 2008Short-Run Exchange-Rate Dynamics: Theory and Evidence37 cited
• 2004LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS36 cited
• 2015Calibrating and Pricing with a Stochastic-Local Volatility Model28 cited
• 2010On the valuation of fader and discrete barrier options in Heston's stochastic volatility model26 cited
• 2008FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES25 cited
• 2006Installment options close to expiry17 cited
• 2015Exchange Rate Exposure of C hinese Firms at the Industry and Firm Level11 cited