Are you the buyer or seller?
If you're the buyer and really want the home, but can't pay the value difference in cash, you can ask the lender for another appraisal, but you'll have to pay for it, and as you know, they're not cheap.
Or, if you think the appraisal was low and you can prove it with a comprehensive set of comparables, taking into consideration ALL of the variables that appraisers have to consider, you can send those to the lender.
If you're the seller, it may not help. Sellers often think their properties are valued higher than what the value actually may be. But, sometimes appraisals come in low, too. If an appraisal came back low, and you want to challenge it, you'll likely be lengthening the loan process and the entire escrow time. If you're prepared to extend escrow, the buyer has to agree with that in writing, but I doubt a buyer would lengthen an escrow so you can try to prove the property is worth more. Or, you can follow your contract to take steps to end the sale and try again - but only if you have that option in your contract.
So, it depends if you're the buyer or seller, and what your contract says. Ask your agent to show you where in the contract to read about the appraisal contingency, contingencies in general, and canceling the sale. And, by the way, where IS your agent??