[Quantlib-users] Is a gamma pricing model available?

[Peng Yu <pen...@gm...>]

Hi,

I see a gamma pricing model is mentioned below. But I don't see any
formula in the page. Does anybody where I can find a more detailed
description of the gamma pricing model?

Does quantlib have an implementation of a gamma pricing model? (I
don't find it. But I may miss it.)

https://www.investopedia.com/terms/g/gamma-pricing-model.asp

-- 
Regards,
Peng