Used doi and add more references

pkg/R/bachelier_impvol.R

@@ -14,7 +14,7 @@
 #' @references Choi, J., Kim, K., & Kwak, M. (2009).
 #'   Numerical Approximation of the Implied Volatility Under Arithmetic Brownian
 #'   Motion. Applied Mathematical Finance, 16(3), 261-268.
-#'   \url{https://doi.org/10.1080/13504860802583436}
+#'   \doi{10.1080/13504860802583436}
 #'
 #' @export
 #'

pkg/R/bachelier_price.R

@@ -15,7 +15,7 @@
 #' @references Choi, J., Kim, K., & Kwak, M. (2009).
 #'   Numerical Approximation of the Implied Volatility Under Arithmetic Brownian
 #'   Motion. Applied Mathematical Finance, 16(3), 261-268.
-#'   \url{https://doi.org/10.1080/13504860802583436}
+#'   \doi{10.1080/13504860802583436}
 #'
 #' @examples
 #' spot <- 100

pkg/R/blackscholes_impvol.R

@@ -13,7 +13,7 @@
 #'
 #' @references Giner, G., & Smyth, G. K. (2016). statmod: Probability Calculations
 #'   for the Inverse Gaussian Distribution. The R Journal, 8(1), 339-351.
-#'   \url{https://doi.org/10.32614/RJ-2016-024}
+#'   \doi{10.32614/RJ-2016-024}
 #'
 #' @export
 #'

pkg/R/blackscholes_price.R

@@ -12,6 +12,15 @@
 #' @return option price
 #' @export
 #'
+#' @references Black, F., & Scholes, M. (1973). The Pricing of Options and
+#'   Corporate Liabilities. Journal of Political Economy, 81(3), 637-654.
+#'   \doi{10.1086/260062}
+#'
+#'   Black, F. (1976). The pricing of commodity contracts. Journal of Financial
+#'   Economics, 3(1), 167-179. \doi{10.1016/0304-405X(76)90024-6}
+#'
+#'   \url{https://en.wikipedia.org/wiki/Black-Scholes_model}
+#'
 #' @examples
 #' spot <- 100
 #' strike <- seq(80,125,5)