Xiao-song Qian

According to our database, Xiao-song Qian authored at least 3 papers between 2005 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2026

An asymptotic expansion approach to the utility valuation of credit risk under the CEV model.

Ayu Xie, Xiao-song Qian

J. Comput. Appl. Math., 2026

2011

A mathematical modeling for the lookback option with jump-diffusion using binomial tree method.

Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian

J. Comput. Appl. Math., 2011

2005

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model.

Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian

SIAM J. Numer. Anal., 2005