Before revision:  In this context we analyze the problem of the analytical characterization of the still unknown probability distribution of returns of the exponential Ornstein-Uhlenbeck model with stochastic volatility , where the price is driven by a Geometric Brownian motion, whose diffusion coefficient is expressed as an exponential function of an hidden variable Y governed by an Ornstein-Uhlenbeck process.
After revision:  In this context we analyze the problem of the analytical characterization of the still unknown probability distribution of returns of the exponential Ornstein-Uhlenbeck model with stochastic volatility , where the price is driven by a Geometric Brownian motion, whose diffusion coefficient is expressed as an exponential function of an hidden variable Y governed by a mean-reverting process.