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)

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)

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)