Merge pull request #4 from PyFE/code

URL test

Author: jaehyukchoi

pkg/R/bachelier_impvol.R

@@ -11,7 +11,8 @@
 #' @param df discount factor. If given, df overrides intr
 #' @return Bachelier implied volatility
 #'
-#' @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. https://doi.org/10.1080/13504860802583436
+#' @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}
 #'
 #' @export
 #'