To cite NMOF in publications please use:

Manfred Gilli, Dietmar Maringer and Enrico Schumann. Numerical Methods and Optimization in Finance. 2nd edition. Elsevier/Academic Press, 2019.

Enrico Schumann. Numerical Methods and Optimization in Finance (NMOF). Manual. Package version 2.12-0.

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 = {https://www.enricoschumann.net/NMOF/},
    note = {ISBN 978-0128150658},
    edition = {Second},
  }

  @Manual{,
    title = {Numerical Methods and Optimization in Finance (NMOF)
      Manual. Package version 2.12-0)},
    author = {Enrico Schumann},
    year = {2011--2025},
    url = {https://enricoschumann.net/NMOF/},
  }