For clarity i upload the complete project including the Excel sheet. May be the codes are not as highly equivalent as possible, but more or less they are. For the cumulative normal i used a standard solution (Excel might have a different version depending on your release, but it should be similar & not really good). Taking the sum of prices from K=99 to K+1 in 1 000 000 steps on my somewhat old PC here that needs less than 1 sec. Just sending each value to Excel needs twice the time (communication overhead). I get quite significant better performance (a factor of 80 - 100) using a DLL against Excel and its runtime libs.