Publications

Articles

• M. Ben Alaya, A. Kebaier and T-B-T. Ngô (2022)

"Central Limit Theorem for the antithetic multilevel Monte Carlo method"

Annals of Applied Probability 32, no. 3, 1970-2027. 🌐

• A. Brouste, L. Denis and T-B-T. Ngô (2025)

"LAMN property for stable-Lévy SDEs with constant scale coefficient"

Bernoulli, Vol. 31, No. 3, 1991-2017. 🌐

• M. Ben Alaya, A. Kebaier and T-B-T. Ngô (2025)

"Asymptotic behavior of the error between two different Euler schemes for the Lévy driven SDEs"

Theory of Probability and its Applications, Vol. 70, No. 2, 247–290. 🌐

• M. Ben Alaya, T-B-T. Ngô and S. Pergamenchtchikov (2025)

"Optimal guaranteed estimation methods for the Cox -Ingersoll -Ross models"

Stochastics, forthcoming. 🌐

• V. Lê and T-B-T. Ngô (2025) (*article with the order of authors)

"Evaluating the air quality transmission among Southeast Asian cities"

Chemosphere, Volume 384, September 2025, 144509. 🌐

• Y. Esstafa, C.C. Kokonendji and T-B-T. Ngô (2025)

"Asymptotic properties of continuous associated-kernel density estimators"

Communications in Statistics – Theory and Methods, forthcoming. 🌐

Book chapters

• M. Ben Alaya, A. Kebaier and T-B-T. Ngô (2021)

"The multilevel Monte Carlo method for jump Lévy models: Central limit theorem"

Applications of Lévy Processes, Nova Science publishers.