---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/30/2001 
02:04 PM ---------------------------


Alex Huang@ENRON
04/30/2001 10:44 AM
To: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Zimin 
Lu/HOU/ECT@ECT, Tom Halliburton/Corp/Enron@Enron, Amitava 
Dhar/Corp/Enron@ENRON
cc:  
Subject: Weather Knock Out Option (mean reverting + jump diffusion with mean 
reversion)