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Enron Mail |
Hi Brad,
I asked Zimin Lu from research as to which formula is more correct when valuing asian options. He replied the ASTRIP is more suitable for the options that we have. We will probably continue to use the ASTRIP in our model to remain consistent with the way we've been valuing these options in the past. Please let me know what you decide to do on your side. Thanks, Reno -----Original Message----- From: Lu, Zimin Sent: Monday, October 22, 2001 2:57 PM To: Casimir, Reno Subject: Re: ASTRIP vs ASN Importance: High You should use ASTRIP if The option is on serval month Averaging. I am out for a conference. Call Bob LEE for more question. Zimin -------------------------- Zimin Lu
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