To cite NMOF in publications please use: Manfred Gilli, Dietmar Maringer and Enrico Schumann. Numerical Methods and Optimization in Finance. 2nd edition. Elsevier/Academic Press, 2019. A BibTeX entry for LaTeX users is @Book{, title = {Numerical Methods and Optimization in Finance}, author = {Manfred Gilli and Dietmar Maringer and Enrico Schumann}, year = {2019}, publisher = {Elsevier/Academic Press}, address = {Waltham, MA, USA}, url = {https://www.enricoschumann.net/NMOF/}, note = {ISBN 978-0128150658}, edition = {Second}, } Enrico Schumann. Numerical Methods and Optimization in Finance (NMOF). Manual. Package version 2.10-0. A BibTeX entry for LaTeX users is @Manual{, title = {Numerical Methods and Optimization in Finance (NMOF) Manual. Package version 2.10-0)}, author = {Enrico Schumann}, year = {2011--2024}, url = {https://enricoschumann.net/NMOF/}, }