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I am exploring to use the ql.FdBlackScholesAsianEngine and ql.FdBlackScholesBarrierEngine using python code to price commodity options with implied volatility from traded European or American options. Somebody suggested that I need to adjust the volatility skew and also adjust the European or American volatility using moment matching before pricing the asian or barriers since these generally have lower vols. What adjustment should be done to my vols and how? Any help would be great.

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