I'm so glad to see your answer.
It's an introduction to
c++ course, i had to choose a Tetris or a game or other topics, but PDE pricing sound to be interesting but very hard to understand.
I know Euleur Explicite method, my teacher tell me that it's not that hard to implement. And that i only have to implement a PDE class without any condition (something like binomial).
In fact it's not even a Thesis it's a simple project ... :/
So the conclusion is that it will be hard :/