Xiao-song Qian

Publication Activity (10 Years)

Years Active: 2005-2011
Publications (10 Years): 0

Publications

Kwang Ik Kim, Hyun Suk Park, Xiao-song Qian
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method. J. Comput. Appl. Math. 235 (17) (2011)
Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM J. Numer. Anal. 42 (5) (2005)