---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/06/2001 
05:46 PM ---------------------------


Alex Huang@ENRON
04/02/2001 10:42 AM
To: Berney C Aucoin/HOU/ECT@ECT, Edith Cross/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT 
Subject: Model for Harry Arora

Hi guys,
We have put together an option pricing model (using exotic library) for Harry 
Arora.
I figure you may want to have the same model  in case questions arise.

Best, 
Alex