To cite the YieldCurve package in publications use:

Guirreri, S.S. (2010). Simulating the Term Structure of Interest Rates with arbitrary marginals. University of Palermo - Department of Statistics and Mathematics ''S. Vianelli''.

Consiglio A. and Guirreri S.S. Simulating the Term Structure of Interest Rates with arbitrary marginals. International Journal of Risk Assessment and Management, 15(4), September 2011.

For BibTex versions of citations use: toBibtex(citation('YieldCurve'))

Corresponding BibTeX entries:

  @PhdThesis{,
    author = {S.S. Guirreri},
    title = {Simulating the Term Structure of Interest Rates with
      arbitrary marginals},
    school = {University of Palermo - Department of Statistics and
      Mathematics ''S. Vianelli''},
    year = {2010},
    address = {Palermo},
    url = {http://www.guirreri.host22.com},
  }

  @Article{,
    author = {A. Consiglio and S.S. Guirreri},
    title = {Simulating the Term Structure of Interest Rates with
      arbitrary marginals},
    journal = {International Journal of Risk Assessment and
      Management},
    year = {2011},
    volume = {15},
    number = {4},
    month = {September},
    url = {http://dx.doi.org/10.1504/IJRAM.2011.042670},
  }