To cite package ‘greeks’ in publications use:

Hudde A (2026). greeks: Sensitivities of Prices of Financial Options and Implied Volatilities. R package version 1.5.4, https://github.com/ahudde/greeks.

Corresponding BibTeX entry:

  @Manual{,
    title = {greeks: Sensitivities of Prices of Financial Options and
      Implied Volatilities},
    author = {Anselm Hudde},
    year = {2026},
    note = {R package version 1.5.4},
    url = {https://github.com/ahudde/greeks},
  }