{"id":"https://openalex.org/W750891430","doi":"https://doi.org/10.3233/rda-2012-0085","title":"Any-utility neutral and indifference pricing and hedging","display_name":"Any-utility neutral and indifference pricing and hedging","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W750891430","doi":"https://doi.org/10.3233/rda-2012-0085","mag":"750891430"},"language":"en","primary_location":{"id":"doi:10.3233/rda-2012-0085","is_oa":false,"landing_page_url":"https://doi.org/10.3233/rda-2012-0085","pdf_url":null,"source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","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/A5006674514","display_name":"Srdjan Stojanovi\u0107","orcid":null},"institutions":[{"id":"https://openalex.org/I63135867","display_name":"University of Cincinnati","ror":"https://ror.org/01e3m7079","country_code":"US","type":"education","lineage":["https://openalex.org/I63135867"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Srdjan D. Stojanovic","raw_affiliation_strings":["Center for Financial Engineering, Suzhou University, Suzhou, China. E-mail: stojans@ucmail.uc.edu","Department of Mathematical Sciences, University of Cincinnati, Cincinnati, OH, USA"],"affiliations":[{"raw_affiliation_string":"Center for Financial Engineering, Suzhou University, Suzhou, China. E-mail: stojans@ucmail.uc.edu","institution_ids":[]},{"raw_affiliation_string":"Department of Mathematical Sciences, University of Cincinnati, Cincinnati, OH, USA","institution_ids":["https://openalex.org/I63135867"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5006674514"],"corresponding_institution_ids":["https://openalex.org/I63135867"],"apc_list":null,"apc_paid":null,"fwci":1.2503,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.82366774,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"4","issue":"2","first_page":"103","last_page":"118"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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":0.9994999766349792,"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/T12137","display_name":"Economic theories and models","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9769999980926514,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6187145113945007},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4067554473876953}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6187145113945007},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4067554473876953}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/rda-2012-0085","is_oa":false,"landing_page_url":"https://doi.org/10.3233/rda-2012-0085","pdf_url":null,"source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1513091520","https://openalex.org/W1537945916","https://openalex.org/W2038246176","https://openalex.org/W2044381497","https://openalex.org/W2044793768","https://openalex.org/W2077791698","https://openalex.org/W2130304566","https://openalex.org/W2141436719","https://openalex.org/W2255932248","https://openalex.org/W3125884173"],"related_works":["https://openalex.org/W1502198272","https://openalex.org/W2017540542","https://openalex.org/W2104764082","https://openalex.org/W2073254488","https://openalex.org/W2084227502","https://openalex.org/W2066504725","https://openalex.org/W2010938771","https://openalex.org/W2778042569","https://openalex.org/W2070530935","https://openalex.org/W3125332134"],"abstract_inverted_index":{"Using":[0],"recent,":[1],"original":[2],"approach,":[3],"neutral":[4],"and":[5],"indifference":[6],"pricing":[7],"PDEs":[8],"are":[9],"derived":[10],"for":[11,22],"general":[12],"multi-dimensional":[13],"Markovian":[14],"diffusive":[15],"market":[16],"models":[17],"and,":[18],"under":[19],"certain":[20],"conditions,":[21],"any":[23],"utility":[24],"of":[25,30,32],"wealth.":[26],"In":[27],"the":[28,34],"case":[29],"portfolios":[31],"contracts":[33],"pr":[35]},"counts_by_year":[{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
