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.

General

The Pricing of Options and Corporate Liabilities, Black Scholes (1973)

Efficient Analytic Approximation of American Option Values, Barone Adesi Whaley (1987)

Jumps and Stochastic Volatility, Bates (1996)

Valuing American Options by Simulation, Longstaff Schwarz (2001)

Exotic FX Swap Analytics, Rigopoulos (2002)

Power Exchange Options, Blenman Clark (2005)

Simulation of Square Root Processes, Andersen Jaeckel Kahl (2010)

Risk Scaling Options, Blenman Clark (2014)