Two prehistoric demographic events profoundly affected human species in Europe. The first one is the replacement of Neanderthals by early modern humans from around 45,000 to 30,000 years ago and the second one corresponds to the Neolithic transition around 10,000 years ago. Both events entail to the arrival of new individuals coming from the East and the successive disappearance of pre-existing local people. In both cases the main question is how large was the contribution of pre-existing populations to the genetic pool of contemporary Europeans. In order to answer this question, we developed a new approach allowing the simulation of interactions between two populations (competition, admixture and assimilation) during a colonization phase and the resulting genetic structure of the remaining population. We applied this methodology to both the Neanderthal disappearance and the Neolithic transition by testing many different demographic scenarios. Our results showed that there were probably no genetic exchanges between Neanderthals and modern humans and that they therefore may have constituted two different species. We also showed no genetic evidence for a large replacement of European pre-existing hunter-gatherer populations during the Neolithic transition. Finally we point out the importance of taking in consideration the type of genetic markers used for the analysis as they can reveal very different patterns.