WTI models

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/15/2000
05:22 PM ---------------------------

Zimin Lu
12/15/2000 05:11 PM
To: Stinson Gibner/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: WTI models

Stinson and Vince,

I finalized the presentation for John Lavorato, he said he is ready
to present it to Greg. He is happy with the work we provided.

I will be on vocation starting next week. I attached the simulation models
here in case that you need them. The OC version deals with open-close
trading and CC version deals with continuous trading.

Should you have any questions, or need to run different scenarios, please
call me at home. Otherwise, I will see you next year.

Merry Chrismas and Happy New Year !

Zimin