Re: [Quantlib-users] Model for pricing Asian options

[Luigi B. <lui...@gm...>]

Not that I know of.

On Wed, Dec 29, 2021 at 2:08 PM Ashish Bansal <ash...@gm...>
wrote:

> Do you know if Asian option engines have moment matching inbuilt?
>
> On Tue, 28 Dec 2021 at 21:03, Luigi Ballabio <lui...@gm...>
> wrote:
>
>> Hello Ashish, no, it's not.
>>
>> Luigi
>>
>>
>> On Thu, Dec 2, 2021 at 11:35 AM Ashish Bansal <ash...@gm...>
>> wrote:
>>
>>> Hi,
>>>
>>> Is the turnbull-wakeman model supported in QL for pricing the asian
>>> options? I wish to price the commodity asian options.
>>>
>>> Regards,
>>> Ashish
>>> _______________________________________________
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>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>
>>