To cite package ‘QFRM’ in publications use:

Melnikov O (2015). QFRM: Pricing of Vanilla and Exotic Option Contracts. R package version 1.0.1, https://CRAN.R-project.org/package=QFRM.

Corresponding BibTeX entry:

  @Manual{,
    title = {QFRM: Pricing of Vanilla and Exotic Option Contracts},
    author = {Oleg Melnikov},
    year = {2015},
    note = {R package version 1.0.1},
    url = {https://CRAN.R-project.org/package=QFRM},
  }