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Pricing derivatives on graphics processing units using Monte Carlo simulation Abbas-Turki L. A., Vialle S., Lapeyre B., Mercier P. Concurrency and Computation: Practice and Experience (2012) -- [hal-00773740 - version 1]

DEFORMATION COHOMOLOGY OF ALGEBRAIC AND GEOMETRIC STRUCTURES Pommaret J.-F. [hal-00715284 - version 1] (06/07/2012)

Non-consistent approximations of self-adjoint eigenproblems: Application to the supercell method Cancès E., Ehrlacher V., Maday Y. [hal-00694017 - version 1] (2012-05-03)

A micro-macro parareal algorithm: application to singularly perturbed ordinary differential equations Legoll F., Lelievre T., Samaey G. [hal-00691939 - version 1] (27/04/2012)

Hydrologic modeling with uncertain input parameters Rousseau M., Cerdan O., Ern A., Le Maitre O., Sochala P. European Geosciences Union 2012, Austria (2012) [hal-00668188 - version 1]

Optimal execution and price manipulations in time-varying limit order books Alfonsi A., Infante Acevedo J. [hal-00687193 - version 1] (2012-04-12)

Change of measure in the lookdown particle system Hénard O. [hal-00684664 - version 1] (2012-04-02)

Existence of supersonic traveling waves for the Frenkel-Kontorova model Issa S., Jazar M., Monneau R. [hal-00684236 - version 1] (2012-03-31)

Adaptive inexact Newton methods for discretizations of nonlinear diffusion PDEs. II. Applications Ern A., Vohralik M. Rapport de recherche [hal-00681426 - version 1]

Derivation of Langevin Dynamics in a nonzero Background Flow Field Dobson M., Legoll F., Lelièvre T., Stoltz G. [hal-00680278 - version 1] (19/03/2012)