visit to enron grant and vince ,
thanks for arranging my visit to enron . i was impressed by the nature and
scope of work in the group and the people i met . i look forward to hearing
from you later in the week .
a few peple asked me the method i used to value asian options . it is an
approximate method based on geometrical averaging with an adjusted exercise
price , as described by gordon gemmill in option pricing : an international
perspective , mcgraw - hill , london , 1993 , pages 242 - 248 .
regards ,
greg
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visit to enron
grant and vince ,
thanks for arranging my visit to enron . i was impressed by the nature and
scope of work in the group and the people i met . i look forward to hearing
from you later in the week .
a few peple asked me the method i used to value asian options . it is an
approximate method based on geometrical averaging with an adjusted exercise
price , as described by gordon gemmill in option pricing : an international
perspective , mcgraw - hill , london , 1993 , pages 242 - 248 .
regards ,
greg
get your private , free e - mail from msn hotmail at http : / / www . hotmail . com