The Valuation of Currency Options

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

A model of international asset pricing

1981 • 846 citations

Options on the minimum or the maximum of two risky assets

1982 • 564 citations

Option pricing

1976 • 486 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings

1979 • 72 citations