A Note on Solvable Time-Homogeneous Stochastic Volatility Models (Working Paper)

We revisit well-known stochastic volatility models with constant coefficients for single asset driven by one factor stochastic volatility as homogeneous diffusion and demonstrate an alternative to the classifications provided in Albanese and Lawi, and Henry-Labord`ere, to deduce asset price distribution function, at a fixed time, in an analytic form.