Message-ID: <29619585.1075856442974.JavaMail.evans@thyme>
Date: Fri, 6 Apr 2001 10:45:00 -0700 (PDT)
From: vince.kaminski@enron.com
To: vkaminski@aol.com
Subject: Model for Harry Arora
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---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/06/2001 
05:46 PM ---------------------------


Alex Huang@ENRON
04/02/2001 10:42 AM
To: Berney C Aucoin/HOU/ECT@ECT, Edith Cross/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT 
Subject: Model for Harry Arora

Hi guys,
We have put together an option pricing model (using exotic library) for Harry 
Arora.
I figure you may want to have the same model  in case questions arise.

Best, 
Alex


