To cite NMOF in publications please use:

Manfred Gilli, Dietmar Maringer and Enrico Schumann. Numerical Methods and Optimization in Finance. Academic Press, 2011.

Enrico Schumann. Numerical Methods and Optimization in Finance (NMOF). Manual. Package version 0.40-0.

Corresponding BibTeX entries:

  @Book{,
    title = {Numerical Methods and Optimization in Finance},
    author = {Manfred Gilli and Dietmar Maringer and Enrico Schumann},
    year = {2011},
    publisher = {Academic Press},
    address = {Waltham, MA, USA},
    url = {http://nmof.net},
    note = {ISBN 0123756626},
  }
  @Manual{,
    title = {Numerical Methods and Optimization in Finance (NMOF)
      Manual. Package version 0.40-0)},
    author = {Enrico Schumann},
    year = {2011--2016},
    url = {http://enricoschumann.net/NMOF.htm},
  }