Hi ZSG, I sent you a PM (Private Mail), top right corner of screen. Hey - apparently I'm still too new to be able to send PMs! But unfortunately don't know if I can help, sorry - I'm just in Jupyter NB and learned what i know from chapter 10 in Yves Hilpisch's Python for Finance - then just started...

Thanks very much both - I'm aware the numerics are sub-optimal. Just stole some VB code from a text book. Starting with explicit Euler and then adapting to get familiar with the various FD methods (I'm still a CQF student).  The row/column order issue might be causing slight issue, but I realised th...

Hi,  Sorry if I'm on the wrong board here - new to the forum.  I'm trying to get to grips with Cython - just doing a basic explicit finite difference function and trying to test the performance gains of various implementations. I know my code is working, and it's an order of magnitude quicker than p...