The following pages link to Jean-Francois Chassagneux (Q259575):
Displaying 38 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Fundamentals and advanced techniques in derivatives hedging. Translated from the French (Q289665) (← links)
- (Q433898) (redirect page) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- (Q638251) (redirect page) (← links)
- A note on existence and uniqueness for solutions of multidimensional reflected BSDEs (Q638252) (← links)
- Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118) (← links)
- Erratum to: ``A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options'' (Q1630414) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Weak quantitative propagation of chaos via differential calculus on the space of measures (Q2170366) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Numerical method for FBSDEs of McKean-Vlasov type (Q2415510) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- A backward dual representation for the quantile hedging of Bermudan options (Q2808185) (← links)
- An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
- (Q3178401) (← links)
- A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Cemracs 2017: numerical probabilistic approach to MFG (Q4967866) (← links)
- A sparse grid approach to balance sheet risk measurement (Q4967874) (← links)
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
- Doubly reflected BSDEs with call protection and their approximation (Q5174372) (← links)
- Linear Multistep Schemes for BSDEs (Q5245390) (← links)
- Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
- A Forward-Backward SDEs Approach to Pricing in Carbon Markets (Q5349426) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs (Q6199249) (← links)
- A Probabilistic approach to classical solutions of the master equation for large population equilibria (Q6256327) (← links)
- Cubature methods to solve BSDEs: Error expansion and complexity control (Q6282775) (← links)
- Numerical approximation of singular Forward-Backward SDEs (Q6371560) (← links)
- Convergence of particles and tree based scheme for singular FBSDEs (Q6421432) (← links)
- Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation (Q6733207) (← links)
