QuoteOriginally posted by: bladeHi Cuchulainn, I seem to be having a fairly quiet afternoon, so I'll take a bite. What seems to be the misunderstanding with the B.C's ? Are you talking about spatial boundary conditions, ie S = 0, S = infinity, or temporal boundary conditions ? BladeWell, on the CFD thread there are lots of boundary conditions to choose from but the challenges are: A. Financial motivation B. Mathematical analysis C. Numerical approximation and stabilityThe CFD groups have a lot of experience in C (Alan, Sammus, Arnheim, Blade, Yomi), point B is probably discussed by some Russians somewhere and for A I got two diffrerent answers for a basket option.A, B and C are the challenges. I have not seem them addressed.Newcomer TJ (Pedro 666) is hanging around here. Blade, if you don't knoew him you can ignoire him.