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Enron Mail |
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: http://www.bus.indiana.edu/tcrack/gopop.pdf I hope this e-mail finds you in air conditioned room away from the heat. Tom
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