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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "NMOF" in publications use:'
type: software
license: GPL-3.0-only
title: 'NMOF: Numerical Methods and Optimization in Finance'
version: 2.10-0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.NMOF
- type: url
  value: https://git.sr.ht/~enricoschumann/NMOF
- type: url
  value: https://github.com/enricoschumann/NMOF
abstract: Functions, examples and data from the first and the second edition of "Numerical
  Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019,
  ISBN:978-0128150658). The package provides implementations of optimisation heuristics
  (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated
  Annealing and Threshold Accepting), and other optimisation tools, such as grid search
  and greedy search. There are also functions for the valuation of financial instruments
  such as bonds and options, for portfolio selection and functions that help with
  stochastic simulations.
authors:
- family-names: Schumann
  given-names: Enrico
  email: es@enricoschumann.net
  orcid: https://orcid.org/0000-0001-7601-6576
preferred-citation:
  type: book
  title: Numerical Methods and Optimization in Finance
  authors:
  - family-names: Gilli
    given-names: Manfred
  - family-names: Maringer
    given-names: Dietmar
  - family-names: Schumann
    given-names: Enrico
    email: es@enricoschumann.net
    orcid: https://orcid.org/0000-0001-7601-6576
  year: '2019'
  publisher:
    name: Elsevier/Academic Press
    address: Waltham, MA, USA
  url: https://www.enricoschumann.net/NMOF/
  notes: ISBN 978-0128150658
  edition: Second
repository: https://CRAN.R-project.org/package=NMOF
repository-code: https://gitlab.com/NMOF
url: https://enricoschumann.net/NMOF.htm
date-released: '2024-10-20'
contact:
- family-names: Schumann
  given-names: Enrico
  email: es@enricoschumann.net
  orcid: https://orcid.org/0000-0001-7601-6576
references:
- type: manual
  title: Numerical Methods and Optimization in Finance (NMOF) Manual. Package version
    2.10-0)
  authors:
  - family-names: Schumann
    given-names: Enrico
  year: 2011--2024
  url: https://enricoschumann.net/NMOF/