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!

Maria Olympia Tsianni

Status
Postgraduate Student
+44 1865 615109
Contact form
CV
Research groups
  • Mathematical and Computational Finance
  • Stochastic Analysis
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Major / recent publications
  • Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model.

    https://arxiv.org/abs/2504.14343

     

  • Convergence of the Euler--Maruyama particle scheme for a regularised McKean--Vlasov equation arising from the calibration of local-stochastic volatility models, C. Reisinger, and M. O. Tsianni, A. Hinrichs, P. Kritzer, F. Pillichshammer (eds.). Monte Carlo and Quasi-Monte Carlo Methods, 2022.

    https://link.springer.com/chapter/10.1007/978-3-031-59762-6_28

 

Teaching

MT23 - TT25: Stipendiary Lectureship position in Mathematics at St Catherine's College.

MT22: TA for the Numerical Methods class (MScMCF)

HT23: Tutor for the Advanced Numerical Methods class (MScMCF)

HT23: TA for the Advanced Monte Carlo class (MScMCF)

Preferred address

@email

Research interests
  • Simulation of (non-linear) McKean--Vlasov equations and interacting particle systems
  • Mean-Field Control problems
  • Multi-index, multi-level Monte Carlo methods
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London Mathematical Society Good Practice Scheme Athena SWAN Silver Award (ECU Gender Charter) Stonewall Silver Employer 2022

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