Feature specification and static analysis for interaction resolution

Some Recent Results on High Frequency Correlation

Econophysics of agent-based models

Econophysics and data-driven modelling of market dynamics

Pricing and Hedging Contingent Claims with Liquidity Costs and Market Impact

Pricing and hedging contingent claims with liquidity costs and market impact

Econophysics of order-driven markets

Stationary free surface viscous flows without surface tension in three dimensions

Credit risk in the pricing and hedging of derivatives

Limit order book modelling with high dimensional Hawkes processes

The times change: multivariate subordination, empirical facts

Non Quadratic Local Risk-Minimization for Hedging Contingent Claims in the Presence of Transaction Costs

Stability and price scaling limit of a Hawkes-process based order book model

Econophysics of systemic risk and network dynamics

Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets

Limit Order Books

What drives option prices ?

Optimizing a basket against the efficient market hypothesis

Interfaces stationnaires pour les équations de Navier-Stokes

Nonparametric model calibration for derivatives

A nonlinear partial integro-differential equation from mathematical finance

Multiple-limit trades : empirical facts and application to lead-lag measures

Comparing quadratic and non-quadratic local risk minimization for the hedging of contingent claims

Option Pricing and Hedging with Liquidity Costs and Market Impact

Tick size reduction and price clustering in a FX order book.

Optimal high frequency strategy in an omniscient order book

High frequency correlation modelling

Econophysics and Sociophysics: Recent Progress and Future Directions

A Mathematical Approach to Order Book Modelling

Challenging the robustness of optimal portfolio investment with moving average-based strategies

Stability analysis of natural convection in adjacent fluid and porous layers: influence of the jump boundary condition

Stockage de l'énergie solaire : simulation numérique du transfert d'énergie par conduction et rayonnement dans un milieu à deux phases

Modélisation dynamique d'un système frigorifique domestique couplé à un matériau à changement de phase

Performance enhancement of a household refrigerator by addition of latent heat storage

Enhancing the performance of household refrigerators with latent heat storage : an experimental investigation.

Convective heat and solute transfer in partially porous cavity

Modélisation dynamique d'un évaporateur couplé à un matériau à changement de phase pour la réfrigération domestique

Stability of Thermosolutal Natural Convection in Superposed Fluid and Porous Layers

Réfrigérateur domestique à haute inertie thermique

Performances d'un système frigorifique domestique avec stockage par chaleur latente

Système frigorifique domestique à haute inertie thermique avec matériau à changement de phase

Impact du réchauffement climatique sur l'érosion thermique des berges de la Lena, Yakoutie (Sibérie)

MELTING from an ISOTHERMAL VERTICAL WALL. Synthesis of a numerical comparison exercise

Convection naturelle : (I) Aspects théoriques

Enhancing the performance of household refrigerators with latent heat storage: An experimental investigation

Infiltration of a porous matrix by a solidifying liquid metal: A local model

Modélisation dynamique d'un système frigorifique domestique couplé à un matériau à changement de phase

Natural convection in partially porous media: a brief overview

Stability analysis of natural convection in adjacent fluid and porous layers: influence of the interfacial modeling

Thermosolutal natural convection in partially porous domains.