Jean-François Chassagneux

Jean-François Chassagneux

Professor
ENSAE Paris (IP Paris)

Research topics

Applied Probability
 • 
Financial Mathematics
 • 
Numerical analysis

Biography

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.