re : a request zimin , i also enjoyed our talk . thanks very much . i ' ll send you the paper as soon as its done . duane - - on thursday , march 15 , 2001 , 1 : 58 pm - 0600 zimin . lu @ enron . com wrote : > > > dr . seppi , > > nice talking to you about swing contracts and your recent work on > american - monte > carlo approach . i am interested to read your preprint papers . > > my address is > > zimin lu > enron corp , eb 1967 > 1400 smith street > houston , tx 77002 - 7361 > > > zimin > > > > > > > > > > > > ds 64 @ cyrus . andrew . cmu . edu on 03 / 15 / 2001 11 : 59 : 59 am > > to : zimin . lu @ enron . com > cc : > subject : re : a request > > > great . i ' ll be in my office . my number is 412 - 268 - 2298 . > > duane > > > - - on wednesday , march 14 , 2001 , 3 : 57 pm - 0600 zimin . lu @ enron . com wrote : > > > > > > > dr . seppi , > > > > my phone number is 713 - 853 - 6388 . i will call you > > tomorrow afternoon around 1 : 30 pm houston time . > > > > zimin > > > > > > > > > > > > > > > > > > > > ds 64 @ cyrus . andrew . cmu . edu on 03 / 14 / 2001 03 : 15 : 02 pm > > > > to : zimin . lu @ enron . com > > cc : vince . j . kaminski @ enron . com > > subject : re : a request > > > > > > dr . lu , > > > > i would be grateful if i could talk with you some time about the typical > > terms one sees in swing , take or pay , virtual storage , etc . options . > this > > is related to some research some colleagues and i are doing applying > recent > > innovations in monte carlo valuation of options with early exercise . we > > would like to illustrate our techniques on some examples which look > > realistic . when would be convenient for you ? > > > > i look forward to talking with you . > > duane seppi > > > > - - on wednesday , march 14 , 2001 , 8 : 44 am - 0600 vince . j . kaminski @ enron . com > > wrote : > > > > > > > > duane , > > > > > > i shall be traveling for the rest of the week but my colleague > > > dr . zimin lu will call you to talk about different > > > structures . > > > > > > vince > > > > > > > > > > > > > > > > > > ds 64 @ cyrus . andrew . cmu . edu on 03 / 13 / 2001 09 : 54 : 24 am > > > > > > to : " vince j kaminski " > > > cc : > > > subject : re : a request > > > > > > > > > vince , > > > > > > sorry that i missed your call yesterday . i have a meeting from 2 - 3 > today > > > ( tuesday ) , but otherwise any time in the afternoon works for me . let me > > > know what is convenient for you . thanks for your help . > > > > > > duane > > > > > > * * * * * * * * > > > duane seppi > > > > > > graduate school of industrial administration > > > carnegie mellon university > > > pittsburgh pa 15213 - 3890 > > > > > > tel . ( 412 ) 268 - 2298 > > > fax ( 412 ) 268 - 8896 > > > > > > email ds 64 + @ andrew . cmu . edu > > > > > > > > > > > > > > > > > > > > > > > * * * * * * * * > > duane seppi > > > > graduate school of industrial administration > > carnegie mellon university > > pittsburgh pa 15213 - 3890 > > > > tel . ( 412 ) 268 - 2298 > > fax ( 412 ) 268 - 8896 > > > > email ds 64 + @ andrew . cmu . edu > > > > > > > > > > > > > > * * * * * * * * > duane seppi > > graduate school of industrial administration > carnegie mellon university > pittsburgh pa 15213 - 3890 > > tel . ( 412 ) 268 - 2298 > fax ( 412 ) 268 - 8896 > > email ds 64 + @ andrew . cmu . edu > > > > > * * * * * * * * duane seppi graduate school of industrial administration carnegie mellon university pittsburgh pa 15213 - 3890 tel . ( 412 ) 268 - 2298 fax ( 412 ) 268 - 8896 email ds 64 + @ andrew . cmu . edu