To cite package ‘OptionPricing’ in publications use:

Hormann W, Dingec K (2023). OptionPricing: Option Pricing with Efficient Simulation Algorithms. R package version 0.1.2, https://CRAN.R-project.org/package=OptionPricing.

Corresponding BibTeX entry:

  @Manual{,
    title = {OptionPricing: Option Pricing with Efficient Simulation
      Algorithms},
    author = {Wolfgang Hormann and Kemal Dingec},
    year = {2023},
    note = {R package version 0.1.2},
    url = {https://CRAN.R-project.org/package=OptionPricing},
  }