Xiao-song Qian

According to our database1, Xiao-song Qian authored at least 2 papers between 2005 and 2011.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

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Links

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Bibliography

2011
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method.
J. Comput. Appl. Math., 2011

2005
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model.
SIAM J. Numer. Anal., 2005


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