<t>Haug in "Option Pricing Formulas", has a Ornstein-Uhlenbeck process for mean reverting monte carlo (pg 355)In VBA:St=St+kappa*(theta-St)*dt+v*St^Beta*v*sqr(dt)*application.NormInv(Rnd(),0,1)St = asset price, Kappa = speed of mean reversion, Beta=1 for lognormal mean reversion model, Beta =0 for n...