| A probabilistic approach to classical solutions of the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue arXiv preprint arXiv:1411.3009, 2014 | 133 | 2014 |
| Numerical simulation of quadratic BSDEs JF Chassagneux, A Richou | 79 | 2016 |
| Discrete-time approximation for continuously and discretely reflected BSDEs B Bouchard, JF Chassagneux Stochastic Processes and their Applications 118 (12), 2269-2293, 2008 | 76 | 2008 |
| An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients JF Chassagneux, A Jacquier, I Mihaylov SIAM Journal on Financial Mathematics 7 (1), 993-1021, 2016 | 75 | 2016 |
| Runge–Kutta schemes for backward stochastic differential equations JF Chassagneux, D Crisan | 72 | 2014 |
| Linear multistep schemes for BSDEs JF Chassagneux SIAM Journal on Numerical Analysis 52 (6), 2815-2836, 2014 | 66 | 2014 |
| Weak quantitative propagation of chaos via differential calculus on the space of measures JF Chassagneux, L Szpruch, A Tse The Annals of Applied Probability 32 (3), 1929-1969, 2022 | 63 | 2022 |
| Numerical method for FBSDEs of McKean–Vlasov type JF Chassagneux, D Crisan, F Delarue The Annals of Applied Probability 29 (3), 1640-1684, 2019 | 62 | 2019 |
| A note on existence and uniqueness for solutions of multidimensional reflected BSDEs JF Chassagneux, R Elie, I Kharroubi | 59 | 2011 |
| A probabilistic approach to classical solutions of the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue American Mathematical Society 280 (1379), 2022 | 53 | 2022 |
| Wind in Ireland: long memory or seasonal effect? JC Bouette, JF Chassagneux, D Sibai, R Terron, A Charpentier Stochastic environmental research and risk assessment 20, 141-151, 2006 | 42 | 2006 |
| Discrete-time approximation of multidimensional BSDEs with oblique reflections JF Chassagneux, R Elie, I Kharroubi | 34 | 2012 |
| A discrete-time approximation for doubly reflected BSDEs JF Chassagneux Advances in Applied Probability 41 (1), 101-130, 2009 | 34 | 2009 |
| Cemracs 2017: numerical probabilistic approach to MFG A Angiuli, CV Graves, H Li, JF Chassagneux, F Delarue, R Carmona ESAIM: Proceedings and Surveys 65, 84-113, 2019 | 32 | 2019 |
| Classical solutions to the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue arXiv preprint arXiv:1411.3009, 2014 | 32 | 2014 |
| Numerical stability analysis of the Euler scheme for BSDEs JF Chassagneux, A Richou SIAM Journal on Numerical Analysis 53 (2), 1172-1193, 2015 | 30 | 2015 |
| Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs JF Chassagneux, B Bouchard | 27 | 2009 |
| Cubature method to solve BSDEs: Error expansion and complexity control JF Chassagneux, C Garcia Trillos Mathematics of Computation 89 (324), 1895-1932, 2020 | 17 | 2020 |
| Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems JF Chassagneux, A Richou Stochastic Processes and their Applications 129 (11), 4597-4637, 2019 | 17 | 2019 |
| A forward-backward SDEs approach to pricing in carbon markets JF Chassagneux, H Chotai, M Muûls Springer, 2017 | 17 | 2017 |
