Message-ID: <23214864.1075856643264.JavaMail.evans@thyme>
Date: Thu, 6 Jul 2000 02:57:00 -0700 (PDT)
From: tanya.tamarchenko@enron.com
To: grant.masson@enron.com, vince.kaminski@enron.com
Subject: Re: price processes for NG
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Grant & Vince,
I am sending you the results of fitting different price process models into NG
prompt month prices. The fit is quite good for some models.
We might think of using these mean-reverting jump-diffusion models in our 
Credit Model. 

I should examine other contracts behavior (beyond prompt month) as well.

Tanya.