Maria Olympia Tsianni
Status
Postgraduate Student
Research groups
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, Reisinger C, Tsianni M O, 2025, arXiv:2504.14343
- Convergence Rates of Time Discretization in Extended Mean Field Control, Reisinger C, Wolfgang S, Tsianni M O , Zhang Y, 2025, arXiv:2509.00904,
- 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
Research interests
- Simulation of (non-linear) McKean--Vlasov equations and interacting particle systems
- Mean-Field Control problems
- Multi-index, multi-level Monte Carlo methods
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)