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DDK tree building
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ytfloyd
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July 14th, 2002, 3:00 am
DDK tree building
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August 4th, 2006, 5:06 pm
Can a DDK implied trinomial tree be built using deltas, or is it necessary to first move from the deltas to the strikes? If so, could somebody provide a reference for calculating strikes from deltas? thanks!
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