Enron Mail

From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Weather Knock Out Option (mean reverting + jump diffusion with mean Cc: Bcc: Date: Mon, 30 Apr 2001 07:04:00 -0700 (PDT) Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: vkaminski@aol.com X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_2\Notes Folders\Discussion threads X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/30/2001 02:04 PM --------------------------- Alex Huang@ENRON 04/30/2001 10:44 AM To: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT, Tom Halliburton/Corp/Enron@Enron, Amitava Dhar/Corp/Enron@ENRON cc: Subject: Weather Knock Out Option (mean reverting + jump diffusion with mean reversion)