Step 1: Recall the nickname and why cities earn such titles.
Some Indian cities carry historical nicknames tied to their educational reputation.
Step 2: Eliminate the other cities.
Coimbatore, Ahmedabad and Jaipur are not known by this particular title.
Step 3: Confirm the city.
Pune is called the Oxford of the East because of its many reputed educational institutions.
\[ \boxed{\text{Pune}} \]