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Return-Path: <lepps2@bp.com< Received: from rly-xa01.mx.aol.com (rly-xa01.mail.aol.com [172.20.105.70]) by air-xa02.mail.aol.com (v82.22) with ESMTP id MAILINXA25-0116053553; Wed, 16 Jan 2002 05:35:53 -0500 Received: from euhemsmtp01.bp.com (euhemsmtp01.bp.com [62.189.94.209]) by rly-xa01.mx.aol.com (v83.26) with ESMTP id MAILRELAYINXA110-0116053536; Wed, 16 Jan 2002 05:35:36 1900 Received: from euhemav001.bp.com (inetgate21.bp.com [62.189.94.193]) by euhemsmtp01.bp.com (Switch-2.1.0/Switch-2.1.0) with SMTP id g0GAY6523334 for <vkaminski@aol.com<; Wed, 16 Jan 2002 10:34:06 GMT Received: from 149.182.114.68 by euhemav001.bp.com (InterScan E-Mail VirusWall NT); Wed, 16 Jan 2002 10:35:55 -0000 Received: by EUIMSX2 with Internet Mail Service (5.5.2653.19) id <CRAV9PWJ<; Wed, 16 Jan 2002 10:35:55 -0000 Message-ID: <46D03632AC44D411AE4200508B95668209E75832@EUMORX4< From: "Leppard, Steve" <lepps2@bp.com< To: "'vkaminski@aol.com'" <vkaminski@aol.com< Subject: Hi Date: Wed, 16 Jan 2002 10:35:48 -0000 MIME-Version: 1.0 X-Mailer: Internet Mail Service (5.5.2653.19) Content-Type: text/plain; charset="iso-8859-1" Hi there Vince Hope things are going well for you. I was wondering if it might be appropriate to pick your brain on certain technical queries re the combination of GARCH + jump diffusion? One of my guys here is looking for some pointers, and I for one know little about it. Any papers, pointers or advice you're able to give would be much appreciated. All the best, Steve PS I'm due to speak on real options for BP in Houston in April. Perhaps we can catch up?
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