To cite NMOF in publications use:

Manfred Gilli, Dietmar Maringer and Enrico Schumann. Numerical Methods and Optimization in Finance. Academic Press, 2011.

Corresponding BibTeX entry:

  @Book{,
    title = {Numerical Methods and Optimization in Finance},
    author = {Manfred Gilli and Dietmar Maringer and Enrico Schumann},
    year = {2011},
    publisher = {Academic Press},
    address = {Waltham, MA, USA},
    url = {http://nmof.net},
  }