What I tried to do here is
There're 2 methods that each will have final result as an array.

At this point I don't know where to go/ how to fix it.
What I need is array U that supposed to be combination of U_1 and U_2. and I need to use them in the window form application/GUI.

Anybody help me please. I don't know what am I doing. This school assignment due tomorrow.

I get errors
Error 1 No overload for 'GetU_1' matches delegate 'System.Threading.ThreadStart'
Error 2 No overload for 'GetU_2' matches delegate 'System.Threading.ThreadStart'

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading;

namespace MCConsole2
{
    public class MultiThreading
    {
        
        public int M, N;
        public double S, sig, dt, r;
        public bool iscall;
        public double[] U_1, U_2;

        MultiThreading MT = new MultiThreading();

        public double []ComputeU(double S, double K, double sig, double dt, double r, int M, int N, bool iscall)
        {
           
            Thread U_1Thread = new Thread(new ThreadStart(GetU_1));
            Thread U_2Thread = new Thread(new ThreadStart(GetU_2));
            U_1Thread.Start();
            U_2Thread.Start();
            U_1Thread.Join();
            U_2Thread.Join();

            double []U=new double [M];
            int a, b;
            for (a = 0; a < M; a++)
            {
                if (a < M / 2)
                {
                    U[a]=U_1[a];
                }
                else 
                {
                    U[a]=U_2[a-(M/2)];
                }
            }
            return U;
        }


        public void GetU_1 (double S,double K,double sig,double dt,double r,int M,int N,bool iscall)
        {
            Random rnd = new Random();
            int row, col, row1, col1, row2;
            double[,] rand = new double[M/2, N];
            for (row = 0; row < M/2; row++)
                for (col = 0; col < N; col++)
                {
                    rand[row, col] = Math.Sqrt(-2 * Math.Log(rnd.NextDouble())) * Math.Sin(2 * Math.PI * rnd.NextDouble());//Using Box Muller Random Method. 
                }
            //rand = random number matrix
            
            double[,] pxs = new double[M/2, N]; 
            for (row1 = 0; row1 < M/2; row1++)
            {
                pxs[row1, 0] = S; 
            }

            for (row1 = 0; row1 < M/2; row1++)
                for (col1 = 1; col1 < N; col1++)
                {
                    pxs[row1, col1] = pxs[row1, col1 - 1] * Math.Exp(((r - (Math.Pow(sig, 2)) / 2) * dt) + (sig * Math.Sqrt(dt) * rand[row1, col1]));
                }
            //pxs = price path

            double[] U_1 = new double[M / 2];
            for (row2 = 0; row2 < M / 2; row2++)
            {
                if (iscall == true)
                {
                    U_1[row2] = Math.Max(0, pxs[row2, N - 1] - K);
                }
                else
                {
                    U_1[row2] = Math.Max(0, K - pxs[row2, N - 1]);
                }
            }
            // U_1 = Last column after apply in pay-off function
        }


        public void GetU_2 (double S, double K, double sig, double dt, double r, int M, int N, bool iscall)
        {
            Random rnd = new Random();
            int row, col, row1, col1, row2;
            double[,] rand = new double[M / 2, N];
            for (row = 0; row < M / 2; row++)
                for (col = 0; col < N; col++)
                {
                    rand[row, col] = Math.Sqrt(-2 * Math.Log(rnd.NextDouble())) * Math.Sin(2 * Math.PI * rnd.NextDouble());//Using Box Muller Random Method. 
                }
            //rand = random number matrix

            double[,] pxs = new double[M / 2, N];
            for (row1 = 0; row1 < M / 2; row1++)
            {
                pxs[row1, 0] = S;
            }

            for (row1 = 0; row1 < M / 2; row1++)
                for (col1 = 1; col1 < N; col1++)
                {
                    pxs[row1, col1] = pxs[row1, col1 - 1] * Math.Exp(((r - (Math.Pow(sig, 2)) / 2) * dt) + (sig * Math.Sqrt(dt) * rand[row1, col1]));
                }
            //pxs = price path

            double[] U_2 = new double[M / 2];
            for (row2 = 0; row2 < M / 2; row2++)
            {
                if (iscall == true)
                {
                    U_2[row2] = Math.Max(0, pxs[row2, N - 1] - K);
                }
                else
                {
                    U_2[row2] = Math.Max(0, K - pxs[row2, N - 1]);
                }
            }
            // U_2 = Last column after apply in pay-off function
        }
        
        

    }

}

ThreadStart expects a method with a void return and no parameters. You are trying to pass it methods with 8 parameters. You need to rethink your threading code.

ThreadStart expects a method with a void return and no parameters. You are trying to pass it methods with 8 parameters. You need to rethink your threading code.

Got it. Thank you so much.

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