Authors: Chassagneux, Jean-François

Citation: Chassagneux, Jean-françois, A discrete-time approximation for doubly reflected BSDEs, Advances in applied probability , 41(1), 2009, pp. 101-130

Authors: Chassagneux, Jean-François Richou, Adrien

Citation: Chassagneux, Jean-françois et Richou, Adrien, Numerical simulation of quadratic bsdes, Annals of applied probability , 26(1), 2016, pp. 262-304

Authors: Chassagneux, Jean-François Crisan, Dan

Citation: Chassagneux, Jean-françois et Crisan, Dan, Runge.Kutta schemes for backward stochastic differential equations, Annals of applied probability , 24(2), 2014, pp. 679-720