Model for Harry Arora

---------------------- 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