To cite the YieldCurve package in publications use:

Guirreri S (2010). Simulating the Term Structure of Interest Rates with arbitrary marginals. Ph.D. thesis, University of Palermo - Department of Statistics and Mathematics ”S. Vianelli”, Palermo.

Consiglio A, Guirreri S (2011). “Simulating the Term Structure of Interest Rates with arbitrary marginals.” International Journal of Risk Assessment and Management, 15(4). http://dx.doi.org/10.1504/IJRAM.2011.042670.

For BibTex versions of citations use: toBibtex(citation('YieldCurve'))

Corresponding BibTeX entries:

  @PhdThesis{,
    author = {S.S. Guirreri},
    title = {Simulating the Term Structure of Interest Rates with
      arbitrary marginals},
    school = {University of Palermo - Department of Statistics and
      Mathematics ''S. Vianelli''},
    year = {2010},
    address = {Palermo},
  }

  @Article{,
    author = {A. Consiglio and S.S. Guirreri},
    title = {Simulating the Term Structure of Interest Rates with
      arbitrary marginals},
    journal = {International Journal of Risk Assessment and
      Management},
    year = {2011},
    volume = {15},
    number = {4},
    month = {September},
    url = {http://dx.doi.org/10.1504/IJRAM.2011.042670},
  }