https://uk.mathworks.com/help/fininst/bkprice.html
bkprice - Instrument prices from Black-Karasinski interest-rate tree - MATLAB
This MATLAB function computes arbitrage-free prices for instruments using an interest-rate tree created with bktree.
from blackinterest rateinstrumentpriceskarasinski
https://deankarasinski.com/about-dean
Dean Karasinski - About Dean
deankarasinski
https://it.mathworks.com/help/fininst/black-karasinski-tree-analysis.html?s_tid=CRUX_topnav
Black-Karasinski Tree Analysis - MATLAB & Simulink
Price and analyze Black-Karasinski interest-rate instrument
blackkarasinskitreeanalysismatlab
https://www.risk.net/cutting-edge/banking/7547026/two-factor-black-karasinski-pricing-kernel
Two-factor Black-Karasinski pricing kernel - Risk.net
May 19, 2020 - Analytic formulas for bond prices and forward rates are derived by expanding existing rate models
two factorpricing kernelblackkarasinskirisk