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Solution to Stock Price SDE with mean reversion [duplicate]
Suppose $S_t$ follows the process (notice the $S_t$ term in the diffusion part):
$$ S_t := S_0 + \int_{h=t_0}^{h=t}\alpha(\mu -S_h)dh + \int_{h=t_0}^{h=t}\sigma S_h dW(h) $$.
I actually don't know how ...
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