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| 003 | MiAaHDL | ||
| 005 | 20100407000000.0 | ||
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| 007 | cr bn ---auaua | ||
| 008 | 870113s1983 xx 000 0 eng d | ||
| 035 | ⊔ | ⊔ | ‡asdr-pst.a369899 |
| 035 | ⊔ | ⊔ | ‡a(OCoLC)11389384 |
| 035 | ⊔ | ⊔ | ‡aLIAS461705 |
| 040 | ⊔ | ⊔ | ‡aPSt ‡cPSt ‡dWaOLN |
| 100 | 1 | ⊔ | ‡aGay, Gerald D. |
| 245 | 1 | 4 | ‡aThe quality variation option implicit in futures contracts / ‡cby Gerald D. Gay and Steven Manaster. |
| 260 | ⊔ | ⊔ | ‡aNew York, NY : ‡bCenter for the Study of Futures Markets, Columbia Business School, Columbia University, ‡c1983. |
| 300 | ⊔ | ⊔ | ‡a17, [14] p. ; ‡c28 cm. |
| 490 | 0 | ⊔ | ‡aWorking paper series ; CSFM-67 |
| 500 | ⊔ | ⊔ | ‡aIncludes statistical tables. |
| 504 | ⊔ | ⊔ | ‡aIncludes bibliographical references. |
| 538 | ⊔ | ⊔ | ‡aMode of access: Internet. |
| 650 | ⊔ | 0 | ‡aHedging (Finance) |
| 710 | 2 | ⊔ | ‡aColumbia University. ‡bCenter for the Study of Futures Markets. |
| CID | ⊔ | ⊔ | ‡a007822644 |
| DAT | 0 | ⊔ | ‡b20100407000000.0 |
| DAT | 1 | ⊔ | ‡a20120815061732.0 ‡b2024-01-04T19:35:14Z |
| CAT | ⊔ | ⊔ | ‡aSDR-PST ‡dUNKNOWN ‡lloader.pl-001-001 |
| FMT | ⊔ | ⊔ | ‡aBK |
| HOL | ⊔ | ⊔ | ‡0sdr-pst.a369899 ‡apst ‡bSDR ‡cPST ‡ppst.000010729809 ‡sPST ‡zno.67 ‡1a369899 |
| 974 | ⊔ | ⊔ | ‡bPST ‡cPST ‡d20240104 ‡sgoogle ‡upst.000010729809 ‡zno.67 ‡y1983 ‡ric ‡qbib ‡tnon-US bib date1 >= 1929 |