To cite package ‘Jdmbs’ in publications use:

Okada M (2020). Jdmbs: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies. R package version 1.4, https://github.com/jirotubuyaki/jdmbs.

Corresponding BibTeX entry:

  @Manual{,
    title = {Jdmbs: Monte Carlo Option Pricing Algorithms for Jump
      Diffusion Models with Correlational Companies},
    author = {Masashi Okada},
    year = {2020},
    note = {R package version 1.4},
    url = {https://github.com/jirotubuyaki/jdmbs},
  }