To cite package ‘amsSim’ in publications use:
Gozzo R (2025). amsSim: Adaptive Multilevel Splitting for Option Simulation and Pricing. R package version 0.1.0, https://github.com/riccardogozzo/amssim.
Corresponding BibTeX entry:
@Manual{,
title = {amsSim: Adaptive Multilevel Splitting for Option
Simulation and Pricing},
author = {Riccardo Gozzo},
year = {2025},
note = {R package version 0.1.0},
url = {https://github.com/riccardogozzo/amssim},
}