Subject: EOL Pricing Algorithm Update
From: [email-masked]
To: [email-masked], [email-masked]
Cc: [email-masked], [email-masked], [email-masked]
Date: Fri, 8 Jun 2001 13:06:15 -0700 (PDT)

Hi

I've attached a couple of files summarizing our progress and current status on modeling the bid-ask spread.  The first summarizes characterization of the EOL Crude data and the second describes a bid-ask spread model based on options theory developed by Zimin (The figure from the paper is included separately).  I am now setting up an Excel spreadsheet to test this model with the EOL data.

Let me know when you would like to meet to review this.

Thanks, Bob Lee                                

 

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