Jean-Francois Chassagneux

Identifiers

• name variant Jean-Francois Chassagneux 0.60 · backfill

Papers (4)

1. Numerical Approximation for Path-Dependent McKean-Vlasov Control with Non-Asymptotic Error Estimates math.OC · 2026 · author #2
2. A note on the $\mathcal{W}_2$-convergence rate of the empirical measure of an ergodic $\mathbb{R}^d$-valued diffusion math.PR · 2025 · author #1
3. An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients q-fin.CP · 2014 · author #1
4. Discrete-time approximation of multidimensional BSDEs with oblique reflections math.PR · 2012 · author #1

Mentions

• 2606.27181 #2 · arxiv_oai · confidence 0.70 Jean-Francois Chassagneux
• 2502.07704 #1 · arxiv_oai · confidence 0.70 Jean-Francois Chassagneux
• 1405.3561 #1 · arxiv_oai · confidence 0.70 Jean-Francois Chassagneux
• 1405.3561 #1 · backfill · confidence 0.70 Jean-Francois Chassagneux
• 1210.1407 #1 · backfill · confidence 0.70 Jean-Francois Chassagneux

Frequent Coauthors

• Antoine Jacquier 1 shared papers
• Christoph Reisinger 1 shared papers
• Gilles Pag\`es 1 shared papers
• Idris Kharroubi 1 shared papers
• Ivo Mihaylov 1 shared papers
• Olivier Bokanowski 1 shared papers
• Romuald Elie 1 shared papers
• Xinyu Li 1 shared papers