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 | 111 | 2014 |

Discrete-time approximation for continuously and discretely reflected BSDEs B Bouchard, JF Chassagneux Stochastic Processes and their Applications 118 (12), 2269-2293, 2008 | 72 | 2008 |

Numerical simulation of quadratic BSDEs JF Chassagneux, A Richou The Annals of Applied Probability 26 (1), 262-304, 2016 | 65 | 2016 |

Runge–Kutta schemes for backward stochastic differential equations JF Chassagneux, D Crisan The Annals of Applied Probability 24 (2), 679-720, 2014 | 62 | 2014 |

Linear multistep schemes for BSDEs JF Chassagneux SIAM Journal on Numerical Analysis 52 (6), 2815-2836, 2014 | 56 | 2014 |

A note on existence and uniqueness for solutions of multidimensional reflected BSDEs JF Chassagneux, R Elie, I Kharroubi Electronic Communications in Probability 16, 120-128, 2011 | 56 | 2011 |

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 | 51 | 2016 |

Numerical method for FBSDEs of McKean–Vlasov type JF Chassagneux, D Crisan, F Delarue The Annals of Applied Probability 29 (3), 1640-1684, 2019 | 44 | 2019 |

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 (3), 141-151, 2006 | 37 | 2006 |

A discrete-time approximation for doubly reflected BSDEs JF Chassagneux Advances in Applied Probability 41 (1), 101-130, 2009 | 32 | 2009 |

Classical solutions to the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue arXiv preprint arXiv:1411.3009, 2014 | 31 | 2014 |

Discrete-time approximation of multidimensional BSDEs with oblique reflections JF Chassagneux, R Elie, I Kharroubi The Annals of Applied Probability 22 (3), 971-1007, 2012 | 31 | 2012 |

Numerical stability analysis of the Euler scheme for BSDEs JF Chassagneux, A Richou SIAM Journal on Numerical Analysis 53 (2), 1172-1193, 2015 | 27 | 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 Electronic Journal of Probability 14, 612-632, 2009 | 27 | 2009 |

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 | 24 | 2022 |

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 | 23 | 2019 |

McKean-vlasov FBSDEs and related master equation JF Chassagneux, D Crisan, F Delarue Work in progress, 2015 | 17 | 2015 |

When terminal facelift enforces Delta constraints JF Chassagneux, R Elie, I Kharroubi Finance and Stochastics 19 (2), 329-362, 2015 | 16 | 2015 |

Cubature method to solve BSDEs: Error expansion and complexity control JF Chassagneux, C Garcia Trillos Mathematics of Computation 89 (324), 1895-1932, 2020 | 14 | 2020 |

A backward dual representation for the quantile hedging of Bermudan options B Bouchard, G Bouveret, JF Chassagneux SIAM Journal on Financial Mathematics 7 (1), 215-235, 2016 | 12 | 2016 |