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To: Chuzzlewit who wrote (90669)1/22/1999 7:26:00 AM
From: BGR  Respond to of 176387
 
<OT>

CTC,

Remember the discussion we had about fair pricing of LEAPs using B-S? Finally I have been able to get some time from an economist friend of mine to research the literature on this topic. I will let you know if he comes up with anything.

-Apratim.