<t>Alan,I was looking at this problem for some part-time study recently, since you asked for some results I tried the case you mention on my own implementation. It gives 4.955 using monthly timesteps & 500,000 runs. Took ~2hrs, code in VB & some C. I used ideas similar to the Broadie&Kay...

<t>I had a similar problem a while back caused I think as follows1. I had static string constants I was using to register the Excel functions2. To pass these to Excel they had to be Pascal-style with count at start so I left the first char blank in the constant & inserted the count on the fly. 3...