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From CKLS Process to CIR-type and OU-type Processes: Using a Twice-differentiable Mapping and Generalized Girsanov's Theorem

Crossref DOI link: https://doi.org/10.1007/s10690-025-09563-1

Published Online: 2025-10-23

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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