asio async call timeout when peer goes down

[iwr]

Hello,

I'm moving parts of some windows socket-based code to boost.asio.
My async socket is connected to a server, and I noticed, that when the server goes down in a "non-graceful" way (eg., unplugged from the net), it takes some time until the completion handler is called with error.
In my old code that uses select with non-blocking windows sockets, the select "fires" much faster in the above situation.
Is there a way to set explicit timeout in asio? Perhaps, it's possible to access the "lower level" and set the timeout for the underlying async socket?

Thanks in advance!