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 (2011–2020). Numerical Methods and Optimization in Finance (NMOF) Manual. Package version 2.1-0). 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 2.1-0)},
    author = {Enrico Schumann},
    year = {2011--2020},
    url = {http://enricoschumann.net/NMOF/},
  }