Cite
Dark Matter in (Volatility and) Equity Option Risk Premiums
MLA
Bakshi, Gurdip, et al. Dark Matter in (Volatility and) Equity Option Risk Premiums. 2023. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2303.16371&authtype=sso&custid=ns315887.
APA
Bakshi, G., Crosby, J., & Gao, X. (2023). Dark Matter in (Volatility and) Equity Option Risk Premiums.
Chicago
Bakshi, Gurdip, John Crosby, and Xiaohui Gao. 2023. “Dark Matter in (Volatility and) Equity Option Risk Premiums.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2303.16371&authtype=sso&custid=ns315887.