 In this model  the value of the option is given by a linear (1 + 2) evolution partial differential equation , in which the price of the option depends on two independent variables, the value of the underlying asset S and a new variable, y , which follow from the Orstein-Uhlenbeck process .
<fluency>  In this model  the value of the option is given by a linear (1 + 2) evolution partial differential equation , in which the price of the option depends on two independent variables, the value of the underlying asset S and a new variable, y , which follow from the Orstein-Uhlenbeck process .
 In this model the value of the option is given by a linear (1 + 2) evolution partial differential equation , in which the price of the option depends upon two independent variables, the value of the underlying asset S and a new variable, y , which follow from the Orstein-Uhlenbeck process .