Before revision:  This entails a simple linear representation of the price as the expected derivative payoff under the "risk indifference measure" . From a risk management perspective, the model provides two-sided risk indifference bounds for derivative prices in incomplete markets.
After revision:  This entails a simple linear representation of the price is given as the marginal risk price, i.e., the risk indifference price of a vanishing amount of derivatives . From a risk management perspective, the model provides two-sided risk indifference bounds for derivative prices in incomplete markets.