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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, https://www.enricoschumann.net/NMOF/.
Schumann E (2011–2024). Numerical Methods and Optimization in Finance (NMOF) Manual. Package version 2.10-1). https://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 = {https://www.enricoschumann.net/NMOF/},
note = {ISBN 978-0128150658},
edition = {Second},
}
@Manual{,
title = {Numerical Methods and Optimization in Finance (NMOF)
Manual. Package version 2.10-1)},
author = {Enrico Schumann},
year = {2011--2024},
url = {https://enricoschumann.net/NMOF/},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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