How is the implied risk neutral density affected when changing numeraire?

For example i would like to price
begin{equation*}
E^{Q} left[ e^{-int_{0}^{T}r_{s}^{cur}ds} f left( S_{T_f}^{cur_1} right) | mathcal{F}_{0} right] = B_{cur}(0,T)E^{Q^{cur}_{T}}[ f(S_{T_f}^{cur_1})|mathcal{F}_{0}]
end{equation*}

I have at my disposition the risk neutral currency implied density for $S_{T_{f}}^{cur_1}$ obtained under $Q^{cur_1}$ from Breenden-Litzenberg theorem , how can I then value my option ?
At most I can say that it is equal to $B^{cur_1}(0,T) E^{Q^{cur_{1}}_{T}}[frac{FX(cur_1,cur)(T)}{FX(cur_1,cur)(0)}f(S_{T_{f}}^{cur1})|mathcal{F}_{0} ]$ but then i need to modelize the FX.

If i suppose my asset as well as my FX follows a BS model , I have the typical $e^{int_{0}^{T_{f}} rho_{S,FX}(t) sigma_{S}(t) sigma_{FX}(t) dt }$ factor that appears from changing my measure from foreign to domestic but how can i do the same thing with only some risk neutral implied density? I want to price with the least assumptions made.