To cite package ‘sde’ in publications use:

Iacus SM (2025). sde: Simulation and Inference for Stochastic Differential Equations. R package version 2.0.21, https://github.com/siacus/sde.

Corresponding BibTeX entry:

  @Manual{,
    title = {sde: Simulation and Inference for Stochastic Differential
      Equations},
    author = {Stefano Maria Iacus},
    year = {2025},
    note = {R package version 2.0.21},
    url = {https://github.com/siacus/sde},
  }