Below is a list of publicly available Mathematical Finance papers that are in some extent used by the QuantLib pricing algorithms.
They are categorized according to the involved asset class.
Efficient Analytic Approximation of American Option Values, Barone Adesi Whaley (1987)
Jumps and Stochastic Volatility, Bates (1996)
The Pricing of Options and Corporate Liabilities, Black Scholes (1973)
Valuing American Options by Simulation, Longstaff Schwarz (2001)