Thermonuclear or Type Ia Supernovae play a key role in modern cosmology, but their astrophysical origin remains uncertain. The leading theoretical scenarios are slowly accreting and rapidly merging white dwarfs. I will review the main features of these scenarios, and the observational aspects of the so-called 'Type Ia SN progenitor problem'. Then, I will present a new measurement of the merger rate of binary white dwarfs in the Milky Way, and discuss the implications that this measurement has for the progenitor problem and the cosmological use of Type Ia SNe.