re : hello from london zimin ,
i have a copy of the article .
i agree with you . the model is
essentially the same ( in intentions ) .
i shall distributed the copy of the paper
to the trades here . it explains
well the logic behind the model and it ' s
an independent source .
vince
zimin lu
05 / 30 / 2000 10 : 44 am
to : vince j kaminski / hou / ect @ ect
cc : stinson gibner / hou / ect @ ect
subject : re : hello from london
vince ,
i got the article . i can make a copy for you when i get back .
the article is pretty much for marketing purpose . my reading
from that paper is as follows :
1 . solve optimal exercise bounday using stocastic dp ;
2 . runing price trajectory to tracking storage level to give average storage
cycling ;
our model addresses the same issues , althrough maybe the implementation is
not quite the same .
i will fax to you if i can find the article here .
regards ,
zimin
vince j kaminski
05 / 30 / 2000 09 : 56 am
to : zimin lu / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect
subject : re : hello from london
zimin ,
there was an interesting article on gas storage modeling
by people from camminus in the march issue
of energy and power risk management .
please , see if you can get this article .
vince
zimin lu
05 / 30 / 2000 04 : 59 am
to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect
cc : anjam ahmad / lon / ect @ ect
subject : hello from london
vince and stinson ,
i am in the london office this week . things are quite nice here . my host
anjam arranged a full itinerary for me .
tuesday is reserved for anjam to talk about various subjects including
inflation modeling , power vol curve ,
mean reverting price & vol model , and i will talk about the spot and
multi - factor models , xll . wednesday , i
will concentrate on the gas storage model with natasha danilochkina .
thursday and friday i will talk to
haakan olafsson , mark jones , anjam , and natasha about uk gas forward curve
simulation , gas swing model ,
and implementation issues of uk virtural storage model . i will give you a
full report when i get back .
it is cold and rainy here in london . it makes me feel sunny and hot houston
actually is not that bad .
zimin
re : hello from london
zimin ,
i have a copy of the article .
i agree with you . the model is
essentially the same ( in intentions ) .
i shall distributed the copy of the paper
to the trades here . it explains
well the logic behind the model and it ' s
an independent source .
vince
zimin lu
05 / 30 / 2000 10 : 44 am
to : vince j kaminski / hou / ect @ ect
cc : stinson gibner / hou / ect @ ect
subject : re : hello from london
vince ,
i got the article . i can make a copy for you when i get back .
the article is pretty much for marketing purpose . my reading
from that paper is as follows :
1 . solve optimal exercise bounday using stocastic dp ;
2 . runing price trajectory to tracking storage level to give average storage
cycling ;
our model addresses the same issues , althrough maybe the implementation is
not quite the same .
i will fax to you if i can find the article here .
regards ,
zimin
vince j kaminski
05 / 30 / 2000 09 : 56 am
to : zimin lu / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect
subject : re : hello from london
zimin ,
there was an interesting article on gas storage modeling
by people from camminus in the march issue
of energy and power risk management .
please , see if you can get this article .
vince
zimin lu
05 / 30 / 2000 04 : 59 am
to : vince j kaminski / hou / ect @ ect , stinson gibner / hou / ect @ ect
cc : anjam ahmad / lon / ect @ ect
subject : hello from london
vince and stinson ,
i am in the london office this week . things are quite nice here . my host
anjam arranged a full itinerary for me .
tuesday is reserved for anjam to talk about various subjects including
inflation modeling , power vol curve ,
mean reverting price & vol model , and i will talk about the spot and
multi - factor models , xll . wednesday , i
will concentrate on the gas storage model with natasha danilochkina .
thursday and friday i will talk to
haakan olafsson , mark jones , anjam , and natasha about uk gas forward curve
simulation , gas swing model ,
and implementation issues of uk virtural storage model . i will give you a
full report when i get back .
it is cold and rainy here in london . it makes me feel sunny and hot houston
actually is not that bad .
zimin