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Enron Mail |
Hi John,
I'm the one who's working with eric on the spread option price. Jared indicated you'd get him something today....could you tell me what your using for you vols (FGT/MKTAREA and correlations (between Z2/Z3, and between (Z2/Z3) and FGT/MKTAREA)? Also, once I've plugged in the numbers if you'd like to see my results, let me know. thanks, cjc
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