Is the market price of risk infinite? (Q1038085)

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Is the market price of risk infinite?
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    title
    Is the market price of risk infinite? (English)
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    author
    Timothy Cogley
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    publication date
    17 November 2009
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    Mathematics Subject Classification ID
    91B30
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    91B24
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    62C10
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    zbMATH DE Number
    5634547
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    zbMATH Keywords
    market price of risk
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    Hansen-Jagannathan bound
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    learning
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    wedges
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    OpenAlex ID
    W2029472734
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