Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. - Gilles Pagès; Olivier Pironneau; Guillaume Sall (CoRR, 2016)

Quelques algorithmes rapides pour la finance quantitative. (Some fast algorithms for quantitative finance). - Guillaume Sall (2017)

The Parareal Algorithm for American Options. - Gilles Pagès; Olivier Pironneau; Guillaume Sall (SIAM J. Financial Math., 2018)