Extemly dry skin on 2 month old?

I have a two month old son which has extremely dry skin and his scalp is also extremely dry. I use eucerin which I apply on him at least three times a day and it still doesn't help him much I dont know what to do or apply one him, and that is what his pediatrician recommnded for me to use on him, but it hasnt helped much. Ive also tried dandruff shampoo, baby oil, and olive oil on his scalp. What can I do?