<t>Hi all, I have here an Explicit Parisian Option in VBA from Wilmott's book. Quote Function ParisianPut(Asset, ExpTime, Sigma, IntRate, Div, _ BarTime, Barrier, Strike, NoAssetSteps) Dim VNew(0 To 300, 0 To 500), VOld(0 To 300, 0 To 500), _ q(0 To 300, 0 To 500) As Double ds = Strike / NoAssetStep...