Accelerated Hull and White (2004) model to value Employee Stock Options in Excel VBA

To download VBA code:

To download Cvitanic, Wiener and Zapatero (2008)
To download Hull and White (2004):

In the appendix, we provide code to estimate the Hull White (2004) model at speed with accelerated convergence. We improve the practical implementation of the model and our results are consistent with Cvitanic, Wiener and Zapatero (2008).

[yassinedaoudi]

Hi Brian, where can I find the code for the Hull and White model, HOW TO VALUE EMPLOYEE STOCK OPTIONS. Thank you in advance for you help!