re : eol phase 2 deal all , i have written the option pricing formula for european ( euro ) , american ( amer ) and asian ( agc ) options . i have also cited the references for each option . the function names in ( ) are the option models in the enron exotica options library . you do not have to have outside programmer to duplicate our work , since we have constructed and tested these models . if you have any questions , please let me know . zimin vince j kaminski 06 / 30 / 2000 02 : 31 pm to : michael danielson / hou / ect @ ect cc : stinson gibner / hou / ect @ ect , zimin lu / hou / ect @ ect , vince j kaminski / hou / ect @ ect subject : re : eol phase 2 michael , please , contact zimin lu . vince kaminski michael danielson 06 / 30 / 2000 01 : 10 pm to : vince j kaminski / hou / ect @ ect , mike a roberts / hou / ect @ ect cc : angela connelly / lon / ect @ ect , savita puthigai / na / enron @ enron subject : eol phase 2 thanks for your help on content for eol phase 2 . an additional piece of content that we are trying to include in our scope is an options calculator . this would be an interactive tool to teach less sophisticated counterparties about options . we would like to collaborate with someone in research to refine our approach ( and make sure we ' re using the right formulas ) . who should we contact in research for this ? attached is a mock - up of what we have in mind . . . - calculator prototype . ppt