Another portrait which has in the past been associated with Lady Jane Grey is currently in the collection of the Frick Art Museum, Pennsylvania. Today, the museum rightfully lists the sitter as Gabrielle de Rochechouart, Lady Lansac as there appears to be more evidence to support this identification than the sitters previous identification.
The painting depicts a lady facing the viewer’s left and painted to just above the waist. She wears a bodice of black fabric cut square at the neck with small puff sleeves, decorated with pearls. A partlet of white fabric with a small ruffle is seen at her neck, and over her shoulders the sitter wears the fur of an animal. The sitter wears a large chain of goldsmith work around her neck and pearls and suspended from this is a large jewel containing one gemstone. Pinned to the front of her bodice is a large jewel containing three gemstones and one large hanging pearl. On her head she wears a French hood constructed with the same fabric used for her fitted sleeves. Upper and lower billiaments consisting of goldsmith work and pearls are attached to the hood, and a black veil is seen hanging down the sitters back.
Nothing is known regarding the early provenance for this portrait or how the image became identified as a portrait of Lady Jane Grey. The first record I have been able to locate regarding this portrait and its one-time association with Lady Jane Grey is an auction catalouge for a sale at Christie’s Auction House, London on 28th February 1930. The portrait was listed among the vast collection of antiques and paintings from the collection of a Barnet Lewis Esq. Lewis died in 1929 and his collection was subsequently sold off at auction. The Frick painting is described in this catalouge as
Lot 94. Lucas De Heere, Portrait of Lady Jane Grey.
In a black dress, with yellow sleeves and jewel ornaments. Oil on panel – 6 ½ in. by 5 ¼ in.
The description given in the catalouge differs from with what is seen in the portrait today. As listed above, the description states that the sitter wears yellow sleeves, however, when purchased by the current owner, it was apparent that the portrait had been heavily over painted during its history. Recent restoration work has taken place on the painting to remove the discoloured varnish and overpaint, resulting in the colour of the sitter’s sleeves being taken back to the original intended colour of pink.
The artist associated with the creation of the portrait, in the 1930 catalouge, is also inconsistent with the dates surrounding Jane Grey’s life. The Flemish painter Lucas de Heere (1534-1584) fled the Netherlands for England to escape religious persecution. He is first recorded in England in 1566, much later than Jane’s death in February 1554, so he is highly unlikely to have painted an authentic portrait of Lady Jane Grey.
The portrait entered the Frick collection when it was purchased from the Wildenstein Galleries, New York by Helen Frick on 16th April 1931. On entering the collection, the painting was installed in the Librarian’s Office of the Frick Art Reference Library. The identification of the sitter as Lady Jane Grey was immediately challenged, and the Frick portrait was compared to another identical copy once in the collection of the Duke of Sutherland at Stafford House.
This copy had been donated in 1897 to The Musee Conde by Henri d’Orléans, Duke of Aumale and along with other paintings from the Duke of Sutherlands collection had been associated with the Dutch artist Corneille de Lyon.
Corneille de Lyon was actively working in France from the 1530’s until his death in 1575. He was nationalised as French in 1547 and was employed as the painter to the king under Henry II and Charles IX. Frustratingly, de Lyon did not sign or date his work, so although this artist is widely documented within sixteenth century records, very few works can be reliably associated with his hand today. 
The panel surface of the portrait in The Musee Conde’s collection has been extended, at a later date to include the early inscription detailing the sitters name as GABRIELE. DE. ROCHECHOART. DAME. DE. LANSAC. It was therefore decided by the curators of the Frick collection that their identical copy must also depict the same individual and not Lady Jane Grey.
 Christie, Manson & Woods, London. Catalogue of the Important Collection of Ancient and Modern Pictures and Water Colour Drawings: The Property of the Late Barnet Lewis, Esq, page 19
 Strong. Roy, Gloriana The Portraits of Queen Elizabeth I, Pimlico, 2003, page 71
 Fazio. Carl Vincent, Helen Clay Flick: Architectural Patron & Art Collector, University of Pittsburgh, 1998, page 36
 For the most up to date record of work associated with Corneille de Loyn see Dubois de Groer. Anne, Corneille de Lyon, Arthena, Paris, 2003
 Dubois de Groer. Anne, Corneille de Lyon, Arthena, Paris, 2003, Page 215