Message-ID: <28970250.1075856590837.JavaMail.evans@thyme> Date: Fri, 15 Dec 2000 09:11:00 -0800 (PST) From: zimin.lu@enron.com To: stinson.gibner@enron.com, vince.kaminski@enron.com Subject: WTI models Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Zimin Lu X-To: Stinson Gibner, Vince J Kaminski X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\C:\Technote\Mail\Projects X-Origin: Kaminski-V X-FileName: vkamins.nsf Stinson and Vince, I finalized the presentation for John Lavorato, he said he is ready to present it to Greg. He is happy with the work we provided. I will be on vocation starting next week. I attached the simulation models here in case that you need them. The OC version deals with open-close trading and CC version deals with continuous trading. Should you have any questions, or need to run different scenarios, please call me at home. Otherwise, I will see you next year. Merry Chrismas and Happy New Year ! Zimin