Public Function VG_process(ByVal C, ByVal G, ByVal M, ByVal N, ByVal start, ByVal fin, Optional VG0 As Double)
'Simulate a VG process
    Dim vec() As Double
    Dim i As Long
    Dim dt As Double
    
    ReDim vec(0 To N)
    vec(0) = VG0
    dt = (fin - start) / N
    
    For i = 1 To N
        vec(i) = vec(i - 1) + Gamma(C * dt, M) - Gamma(C * dt, G)
    Next i
    VG_process = vec
End Function