Message-ID: <21994008.1075856595712.JavaMail.evans@thyme> Date: Fri, 15 Dec 2000 08:07:00 -0800 (PST) From: zimin.lu@enron.com To: john.lavorato@enron.com Subject: WTI simulation presentation - the latest Cc: vince.kaminski@enron.com, stinson.gibner@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: vince.kaminski@enron.com, stinson.gibner@enron.com X-From: Zimin Lu X-To: John J Lavorato X-cc: Vince J Kaminski, Stinson Gibner X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\C:\Technote\Mail\Techmemos X-Origin: Kaminski-V X-FileName: vkamins.nsf John, This is the updated presentation for the open-close assumption. I will finish the close-close (continuous trading) case. Zimin