Jean-François Chassagneux is a Full Professor in Mathematics at ENSAE Paris, and a Hi! PARIS Fellow. His research focuses on mathematical finance and numerical probability, with interests in partial hedging, non-linear pricing, transition risks, carbon markets, switching problems, reflected BSDEs, and numerical methods for mean-field systems.
Before joining ENSAE Paris, he was a Full Professor in Applied Mathematics at Université Paris Cité and LPSM.