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

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Bibliographic Details
Main Authors:	Ning, Boyuan, Shimizu, Yasutaka
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
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