I was wondering if someone has an implementation of the Tian third moment-matching tree (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1030143) with smoothing in code (e.g. c++, vba, c#, etc.)? It would help hugely if the implementation also shows how to handle discrete dividends and calculate greeks (delta, vega, gamma, theta, rho).


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