# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "amsSim" in publications use:' type: software license: MIT title: 'amsSim: Adaptive Multilevel Splitting for Option Simulation and Pricing' version: 0.1.0 doi: 10.32614/CRAN.package.amsSim abstract: Simulation and pricing routines for rare-event options using Adaptive Multilevel Splitting and standard Monte Carlo under Black-Scholes and Heston models. Core routines are implemented in C++ via Rcpp and RcppArmadillo with lightweight R wrappers. authors: - family-names: Gozzo given-names: Riccardo email: gozzoriccardo0@gmail.com repository: https://riccardogozzo.r-universe.dev repository-code: https://github.com/RiccardoGozzo/amsSim commit: 11950c2a90d57c7b1e2be33948ce7104c77653ba url: https://riccardogozzo.github.io/amsSim/ date-released: '2025-10-28' contact: - family-names: Gozzo given-names: Riccardo email: gozzoriccardo0@gmail.com