Enron Mail

From: mcurran@riskcare.com To: vkamins@enron.com Subject: Monte Carlo results Cc: Bcc: Date: Thu, 16 Nov 2000 03:43:00 -0800 (PST) Hi Vince - Here are some results of our new deterministic Monte Carlo method, called Pathstar, against Sobol points. As you can see, the improvement is very significant and increases with dimension. Would you be interested in discussing this product? Regards, Michael Curran Head of Research RiskCare - Financial Technology Services Piercy House 7 Copthall Avenue London EC2R 7NJ Tel: +44 (0)20 7562 3419 Fax: +44 (0)20 7562 3401 mailto:mcurran@riskcare.com http://www.riskcare.com - VsSobolGraph.doc