Before revision: We derive probabilistic representations for the probability density function of the arbitrage price of a financial asset and the price of European call and put options in a linear stochastic volatility model with correlated Brownian noises.
After revision: We derive probabilistic representations for the probability density function of the arbitrage price of a financial asset and the price of European call and put options in a linear stochastic volatility models with correlated Brownian noises.