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What are the most common models, actually used by trading desks for Asian underliers, for pricing cliquet options?

I would like to know both - (1) the production model used for daily P&L, and where necessary (2) reserving model, used to compute valuation reserves to offset the limitations of the production model.

Of particular concern is availability of market data available to calibrate the models.

Is Bergomi model good to use (as a production model for daily P&L), given a market for variance swaps exists, which could be used for calibration.

Quotes for cliquet options are not available.

Will it be good to use cliquet options traded on a proxy index, traded in London, for calibration?

What are other alternative models, actually used by trading desks - does anyone use Dupire model for daily P&L and mitigating the limitations using a reserving model (some stochastic vol model)?

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