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Function DOC(S0, K, r, sigma, T, B, N, M)
Dim i As Integer
Dim j As Integer
Dim intermM, intermP, intermS As Double
epsilon = T / M
intermP = 0
For i = 1 To N
      intermS = S0
      intermM = S0
        For j = 1 To M
        intermS = intermS * (Exp(r - (1 / 2) * sigma ^ 2) * (epsilon) + sigma * (Sqr(epsilon)) * Gaussrand())
        intermM = Application.WorksheetFunction.Min(intermM, intermS)
        Next j
      If internM > b Then
      intermP = intermP + Application.WorksheetFunction.Max(intermS - K, 0)
      Else
      intemP = intemP
      End If
Next i
DOC = intermP * Exp(-r * T) / N
Range("B1").Value = DOC