@article{publication-4688,
	author={Chesney, Marc and Scott, Louis},
	doi={10.2307/2330812},
	journal={Journal of Financial and Quantitative Analysis},
	number=3,
	pages={267-284},
	publisher={Cambridge University Press},
	title={Pricing European currency options: a comparison of the modified Black-Scholes model and a random variance model},
	volume=24,
	year=1989,
}