To cite package ‘empiricaloptions’ in publications use:

Moudiki T (2026). empiricaloptions: Empirical 'Martingale' Option Pricing from Historical Data. R package version 0.1.0, https://github.com/thierrymoudiki/empoptions.

Corresponding BibTeX entry:

  @Manual{,
    title = {empiricaloptions: Empirical 'Martingale' Option Pricing
      from Historical Data},
    author = {Thierry Moudiki},
    year = {2026},
    note = {R package version 0.1.0},
    url = {https://github.com/thierrymoudiki/empoptions},
  }