diff --git a/DESCRIPTION b/DESCRIPTION
index 015646f..7696702 100644
--- a/DESCRIPTION
+++ b/DESCRIPTION
@@ -1,49 +1,49 @@
-Package: greeks
-Title: Sensitivities of Prices of Financial Options and Implied Volatilities
-Version: 1.4.2
-Authors@R: 
-    person(given = "Anselm",
-           family = "Hudde",
-           role = c("aut", "cre"), 
-           email = "anselmhudde@gmx.de",
-           comment = c(ORCID = "0000-0002-5652-2815"))
-Description: Methods to calculate sensitivities of financial option prices for
- European, geometric and arithmetic Asian, and American options, with various
- payoff functions in the Black Scholes model, and in more general jump diffusion
- models. A shiny app to interactively plot the results is included. Furthermore,
- methods to compute implied volatilities are provided for a wide range of option
- types and  custom payoff functions. Classical formulas are implemented for
- European options in the Black Scholes Model, as is presented in Hull, J. C.
- (2017), Options, Futures, and Other Derivatives.
- In the case of Asian options, Malliavin Monte Carlo Greeks are implemented, see
- Hudde, A. & Rüschendorf, L. (2023). European and Asian Greeks for exponential
- Lévy processes. <doi:10.1007/s11009-023-10014-5>. For American
- options, the Binomial Tree  Method is implemented, as is presented in Hull,
- J. C. (2017). 
-License: MIT + file LICENSE
-Encoding: UTF-8
-Roxygen: list(markdown = TRUE)
-RoxygenNote: 7.2.3
-Suggests: 
-    knitr,
-    rmarkdown,
-    testthat (>= 3.0.0),
-    R.rsp
-Config/testthat/edition: 3
-Imports: 
-    magrittr,
-    dqrng,
-    Rcpp,
-    tibble,
-    ggplot2,
-    plotly,
-    shiny,
-    tidyr
-LinkingTo: Rcpp
-URL: https://github.com/ahudde/greeks
-BugReports: https://github.com/ahudde/greeks/issues
-NeedsCompilation: yes
-Packaged: 2022-01-28 23:05:43 UTC; Compi
-Author: Anselm Hudde [aut, cre] (<https://orcid.org/0000-0002-5652-2815>)
-Maintainer: Anselm Hudde <anselmhudde@gmx.de>
-VignetteBuilder: knitr
+Package: greeks
+Title: Sensitivities of Prices of Financial Options and Implied Volatilities
+Version: 1.4.3
+Authors@R: 
+    person(given = "Anselm",
+           family = "Hudde",
+           role = c("aut", "cre"), 
+           email = "anselmhudde@gmx.de",
+           comment = c(ORCID = "0000-0002-5652-2815"))
+Description: Methods to calculate sensitivities of financial option prices for
+ European, geometric and arithmetic Asian, and American options, with various
+ payoff functions in the Black Scholes model, and in more general jump diffusion
+ models. A shiny app to interactively plot the results is included. Furthermore,
+ methods to compute implied volatilities are provided for a wide range of option
+ types and  custom payoff functions. Classical formulas are implemented for
+ European options in the Black Scholes Model, as is presented in Hull, J. C.
+ (2017), Options, Futures, and Other Derivatives.
+ In the case of Asian options, Malliavin Monte Carlo Greeks are implemented, see
+ Hudde, A. & Rüschendorf, L. (2023). European and Asian Greeks for exponential
+ Lévy processes. <doi:10.1007/s11009-023-10014-5>. For American
+ options, the Binomial Tree  Method is implemented, as is presented in Hull,
+ J. C. (2017). 
+License: MIT + file LICENSE
+Encoding: UTF-8
+Roxygen: list(markdown = TRUE)
+RoxygenNote: 7.3.2
+Suggests: 
+    knitr,
+    rmarkdown,
+    testthat (>= 3.0.0),
+    R.rsp
+Config/testthat/edition: 3
+Imports: 
+    magrittr,
+    dqrng,
+    Rcpp,
+    tibble,
+    ggplot2,
+    plotly,
+    shiny,
+    tidyr
+LinkingTo: Rcpp
+URL: https://github.com/ahudde/greeks
+BugReports: https://github.com/ahudde/greeks/issues
+NeedsCompilation: yes
+Packaged: 2022-01-28 23:05:43 UTC; Compi
+Author: Anselm Hudde [aut, cre] (<https://orcid.org/0000-0002-5652-2815>)
+Maintainer: Anselm Hudde <anselmhudde@gmx.de>
+VignetteBuilder: knitr