The DOI matches its Crossref record; 9 of the 9 references it cites were found in a registry or an index.
Foreign currency option values
Overview
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Theory of Rational Option Pricing
Merton, R. C. (2019) · World Scientific Reference on Contingent Claims Analysis in Corporate Finance · doi:10.1142/9789814759588_0002 · Cited by 7,948
Theory of rational option pricing
Merton, R. C. (2005) · Theory of Valuation · doi:10.1142/9789812701022_0008 · Cited by 7,161
Option pricing: A simplified approach
Cox, J. C., Ross, S. A., & Rubinstein, M. (1979) · Journal of Financial Economics · doi:10.1016/0304-405x(79)90015-1 · Cited by 6,083
The pricing of commodity contracts
Black, F. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90024-6 · Cited by 2,848
Keynes, J. M. (1971) · Palgrave Macmillan UK eBooks · doi:10.1007/978-1-349-00813-1 · Cited by 1,114
THE VALUATION OF AMERICAN PUT OPTIONS
Merton, R. C., Brennan, M. J., & Schwartz, E. S. (1977) · The Journal of Finance · doi:10.1111/j.1540-6261.1977.tb03284.x · Cited by 504
Option Pricing: The American Put
Parkinson, M. (1977) · The Journal of Business · doi:10.1086/295902 · Cited by 208
A Complete Model of Warrant Pricing that Maximizes Utility
Samuelson, P. A., & Merton, R. C. (1969) · Cited by 142
Cited by
Arbitrage Theory in Continuous Time
Björk, T. (2004) · doi:10.1093/0199271267.001.0001 · Cited by 940
Stochastic skew in currency options☆
CARR, P., & WU, L. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2006.03.010 · Cited by 339
Managing foreign exchange risk with derivatives
Brown, G. W. (2001) · Journal of Financial Economics · doi:10.1016/s0304-405x(01)00049-6 · Cited by 329
The impact of default risk on the prices of options and other derivative securities
Hull, J., & White, A. (1995) · Journal of Banking & Finance · doi:10.1016/0378-4266(94)00050-d · Cited by 324
Crash-neutral currency carry trades
Jurek, J. W. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.05.004 · Cited by 319
Metadata
- Authors
- Garman, M. B., & Kohlhagen, S. W.
- Venue
- Journal of International Money and Finance
- Publisher
- Elsevier BV
- Published
- 1983-12
- Volume
- 2
- Issue
- 3
- Pages
- 231-237
- ISSN
- 0261-5606 (ISSN-L)
- OpenAlex
- W2008556354
- Cited by
- 1,076
- References
- 9
- FWCI
- 13.71
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Foreign currency option values. https://app.cochat.ai/papers/10.1016/s0261-5606(83)80001-1
- The paper
- Garman, M. B., & Kohlhagen, S. W. (1983). Foreign currency option values. Journal of International Money and Finance. https://doi.org/10.1016/s0261-5606(83)80001-1
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
