Constant Elasticity of Variance Model for Option Pricing

Posted by newbie73 on
URL: http://quantlib.414.s1.nabble.com/Constant-Elasticity-of-Variance-Model-for-Option-Pricing-tp1411.html

Does QuantLib have a CEV model for options pricing?  The example European and American option pricers shown in the Python installation don't seem to make use of a CeV adjustment.

How could I approximate this if it is not currently available in the QL library?

Thanks,

- Luis