Public Function NIG_process(ByVal a, ByVal B, ByVal mu, ByVal d, ByVal N, ByVal start, ByVal fin, Optional NIG0 As Double)
'Simulate a NIG process
    Dim vec() As Double
    Dim i As Long
    Dim dt As Double
    
    ReDim vec(0 To N)
    vec(0) = NIG0
    dt = (fin - start) / N
    
    For i = 1 To N
        vec(i) = vec(i - 1) + NIG(a, B, mu, d * Sqr(dt))
    Next i
    NIG_process = vec
End Function