To cite NMOF in publications please use:
Gilli M, Maringer D, Schumann E (2019). Numerical Methods and Optimization in Finance, Second edition. Elsevier/Academic Press, Waltham, MA, USA. ISBN 978-0128150658, http://www.enricoschumann.net/NMOF/.
Schumann E (2011–2023). Numerical Methods and Optimization in Finance (NMOF) Manual. Package version 2.8-0). http://enricoschumann.net/NMOF/.
Corresponding BibTeX entries:
@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 = {http://www.enricoschumann.net/NMOF/}, note = {ISBN 978-0128150658}, edition = {Second}, }
@Manual{, title = {Numerical Methods and Optimization in Finance (NMOF) Manual. Package version 2.8-0)}, author = {Enrico Schumann}, year = {2011--2023}, url = {http://enricoschumann.net/NMOF/}, }