FYI

-----Original Message-----
From: stacey scrima [mailto:stacey@fea.com]
Sent: Monday, August 20, 2001 5:17 PM
To: Lu, Zimin
Subject: @ENERGY/Storage


Dear Zimin,

Please find attached a document explaining the three valuations of
@ENERGY/Storage and a document containing speed enhancement suggestions.  I
am working on an  optimal value/hedge example template now that I will send
to you once completed.  This will show the relationship between the optimal
value and hedge strategy.  I will talk with you soon.

Regards,


Stacey Scrima
Financial Engineering Associates, Inc
tel: 1.510.548.6200
dir: 1.510.549.8702 x215
fax:1.510.548.0332
mailto:stacey@fea.com
www.fea.com