[Quantlib-users] Pricing American option in Bates model

[Po T. <pot...@gm...>]

Hello QL users,

I am new to QuantLib. I am trying to calibrate equity vol surface with
short maturity american options. I am considering the Bates model. Is there
any existing implementation in QL that can price American options under
Bates or similar model (stochastic vol + jump)?

Thanks,
Po

P.S. Huge thanks to Luigi and all other contributors. Kudos!