re : real world option pricing 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 :
i hope this e - mail finds you in air conditioned room away from the heat .
tom