Nicola Cantarutti

Hi @1rdsk1 I am only now aware of this problem. On Linux it gives no errors. Try to have a look here. https://stackoverflow.com/questions/7508803/how-do-i-import-function-from-pyx-file-in-python Let me know if it works.

Thanks @1rdsk1 , I don't have access to Windows so I can't test. Hope your comment can help other users in some way.

Thanks to you @lan-slot for making this solution available.

Hi @ArjunWhabi , both approaches are correct. I used Euler Maruyama (EU) discretization on the system of two SDEs, you instead used the EU method only on the variance SDE....

I decided to create a local package that compiles cython during installation. This should solve many problems, and the user is not required anymore to compile cython by himself.