To cite package ‘OptHedging’ in publications use:

Remillard B (2013). OptHedging: Estimation of value and hedging strategy of call and put options.. R package version 1.0, https://CRAN.R-project.org/package=OptHedging.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {OptHedging: Estimation of value and hedging strategy of
      call and put options.},
    author = {Bruno Remillard},
    year = {2013},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=OptHedging},
  }