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
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
Research interests
- Simulation of (non-linear) McKean--Vlasov equations and interacting particle systems
- Mean-Field Control problems
- Multi-index, multi-level Monte Carlo methods