Before revision:  In this paper, both analytical and numerical methods to derive the variance through a Lyapunov equation are discussedand compared in terms of computational efficiency. The Lyapunov approach illustrated herein is more straightforward than ad-hoc derivations found in the quantitative finance literature and can be readily extended by a practitioner to higher-dimensional models.
After revision:  In this paper, both analytical and numerical methods to derive the variance are discussed: the Lyapunov approach is shown to be more straightforward than ad-hoc derivations found in the quantitative finance literature and can be readily extended by a practitioner to higher-dimensional models.