To cite package ‘vamc’ in publications use:

Li H, Feng B, Jiang M (2020). vamc: A Monte Carlo Valuation Framework for Variable Annuities. R package version 0.2.1, https://CRAN.R-project.org/package=vamc.

Corresponding BibTeX entry:

  @Manual{,
    title = {vamc: A Monte Carlo Valuation Framework for Variable
      Annuities},
    author = {Hengxin Li and Ben Feng and Mingyi Jiang},
    year = {2020},
    note = {R package version 0.2.1},
    url = {https://CRAN.R-project.org/package=vamc},
  }