Paris Saint-Germain president Nasser Al-Khelaifi concedes Jese's signing hasn't worked out.
Las Palmas are favourites to sign the former Real Madrid striker.
Asked about Jesé's potential switch to Las Palmas, Al-Khelaifi said: "Emery said something very fair to me, which has always been my vision: 'When you make a mistake, it's better to try to correct it than to live with it.'
"So if we've made mistakes, we'll try to correct them.
'The door isn't closed."