Subject: re : real world option pricing
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 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 :
i hope this e - mail finds you in air conditioned room away from the heat .
tom