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Enron Mail |
Tom,
Thanks. I shall try to pick up the paper tonight. The E-mail caught me in a better place than an air conditioned place. I am in Australia and it's winter here. Vince Tom Arnold <tarnold@finance.lsu.edu< on 07/20/2000 11:44:43 AM To: Vince.J.Kaminski@enron.com cc: Subject: Re: Real World Option Pricing Hey Vince, Since I saw you last, the "Real World Option Princing" paper has taken on some more interesting results. Tim Crack and I would certainly like your comments on the previous version and current version because we feel there are still more areas to explore, such as, Value at Risk. Here is where you can download the paper: http://www.bus.indiana.edu/tcrack/gopop.pdf I hope this e-mail finds you in air conditioned room away from the heat. Tom
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