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
https://repository.essex.ac.uk/11263/
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing -...
pricing kernelnonmonotonicextendedclass