To cite package ‘LSMRealOptions’ in publications use:

Aspinall T, Gepp A, Harris G, Kelly S, Southam C, Vanstone B (2021). LSMRealOptions: Value American and Real Options Through LSM Simulation. R package version 0.2.1, https://github.com/tomaspinall/lsmrealoptions.

Corresponding BibTeX entry:

  @Manual{,
    title = {LSMRealOptions: Value American and Real Options Through
      LSM Simulation},
    author = {Thomas Aspinall and Adrian Gepp and Geoff Harris and
      Simone Kelly and Colette Southam and Bruce Vanstone},
    year = {2021},
    note = {R package version 0.2.1},
    url = {https://github.com/tomaspinall/lsmrealoptions},
  }