{"id":"https://openalex.org/W3153650702","doi":"https://doi.org/10.1137/20m1379630","title":"Short Communication: A Note on Utility Indifference Pricing with Delayed Information","display_name":"Short Communication: A Note on Utility Indifference Pricing with Delayed Information","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3153650702","doi":"https://doi.org/10.1137/20m1379630","mag":"3153650702"},"language":"en","primary_location":{"id":"doi:10.1137/20m1379630","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1379630","pdf_url":null,"source":{"id":"https://openalex.org/S75627377","display_name":"SIAM Journal on Financial Mathematics","issn_l":"1945-497X","issn":["1945-497X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Financial Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026036747","display_name":"Peter Bank","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Peter Bank","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5090768053","display_name":"Yan Dolinsky","orcid":"https://orcid.org/0000-0002-4585-6713"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yan Dolinsky","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5026036747"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.8869,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.75839136,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"12","issue":"2","first_page":"SC31","last_page":"SC43"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9767000079154968,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9532999992370605,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5141589641571045},{"id":"https://openalex.org/keywords/subject","display_name":"Subject (documents)","score":0.5030004382133484},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.387555867433548},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.37865227460861206},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37534618377685547},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3612842261791229},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.348876953125}],"concepts":[{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5141589641571045},{"id":"https://openalex.org/C2777855551","wikidata":"https://www.wikidata.org/wiki/Q12310021","display_name":"Subject (documents)","level":2,"score":0.5030004382133484},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.387555867433548},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.37865227460861206},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37534618377685547},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3612842261791229},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.348876953125},{"id":"https://openalex.org/C161191863","wikidata":"https://www.wikidata.org/wiki/Q199655","display_name":"Library science","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/20m1379630","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1379630","pdf_url":null,"source":{"id":"https://openalex.org/S75627377","display_name":"SIAM Journal on Financial Mathematics","issn_l":"1945-497X","issn":["1945-497X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Financial Mathematics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1020129092","display_name":null,"funder_award_id":"160/17","funder_id":"https://openalex.org/F4320322252","funder_display_name":"Israel Science Foundation"},{"id":"https://openalex.org/G64791137","display_name":null,"funder_award_id":"1489-304.6/2019","funder_id":"https://openalex.org/F4320320947","funder_display_name":"German-Israeli Foundation for Scientific Research and Development"}],"funders":[{"id":"https://openalex.org/F4320320947","display_name":"German-Israeli Foundation for Scientific Research and Development","ror":"https://ror.org/00tntzp09"},{"id":"https://openalex.org/F4320322252","display_name":"Israel Science Foundation","ror":"https://ror.org/04sazxf24"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1981045946","https://openalex.org/W1994669566","https://openalex.org/W2012165913","https://openalex.org/W2040394324","https://openalex.org/W2093222610","https://openalex.org/W2102657492","https://openalex.org/W2105617807","https://openalex.org/W2105832006","https://openalex.org/W2903042244","https://openalex.org/W2954500903","https://openalex.org/W2963907177","https://openalex.org/W3122274332"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2392013855","https://openalex.org/W2357926602","https://openalex.org/W212874100","https://openalex.org/W2374569605","https://openalex.org/W2386062718","https://openalex.org/W2386129765","https://openalex.org/W2368742525","https://openalex.org/W2364803570","https://openalex.org/W2353846880"],"abstract_inverted_index":{"Related":[0],"DatabasesWeb":[1],"of":[2],"Science":[3],"You":[4],"must":[5],"be":[6],"logged":[7],"in":[8],"with":[9,30],"an":[10],"active":[11],"subscription":[12],"to":[13],"view":[14],"this.Article":[15],"DataHistorySubmitted:":[16],"10":[17],"November":[18],"2020Accepted:":[19],"04":[20],"March":[21],"2021Published":[22],"online:":[23],"20":[24],"April":[25],"2021Keywordsutility":[26],"indifference":[27],"pricing,":[28],"hedging":[29],"delay,":[31],"asymptotic":[32],"analysisAMS":[33],"Subject":[34],"Headings91G10,":[35],"91G20,":[36],"60F05,":[37],"60H30Publication":[38],"DataISSN":[39],"(online):":[40],"1945-497XPublisher:":[41],"Society":[42],"for":[43],"Industrial":[44],"and":[45],"Applied":[46],"MathematicsCODEN:":[47],"sjfmbj":[48]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
