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2009, Princeton series in financial engineering, ISBN 9780691138831, xi, 414
This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René... 
Economics | Business & Economics | KCA | KFF | Theory | Finance | Prices | Nonlinear pricing | Mathematical models | BUSINESS & ECONOMICS
Book
2014, Chapman & Hall/CRC financial mathematics series, ISBN 1466570334, xxxviii, 445 pages
Book
Mathematical finance, ISSN 0960-1627, 01/2015, Volume 25, Issue 1, pp. 1 - 22
...‐neutral pricing approach. We derive the dynamic hedging interpretation of such an “additive risk‐neutral” price, starting by consistency with pricing by replication in the case of a complete market. This is illustrated by a completely solved example building over previous work by Burgard and Kjaer. 
counterparty risk | funding costs | nonlinear pricing and hedging | arbitrage | backward stochastic differential equation | Backward stochastic differential equation | Funding costs | Arbitrage | Counterparty risk | Nonlinear pricing and hedging | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business, Finance | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Pricing | Studies | Valuation | Finance | Hedging | Risk | Derivatives
Journal Article
Journal Article
Operations research, ISSN 0030-364X, 4/2016, Volume 64, Issue 2, pp. 329 - 340
Journal Article
International journal of production research, ISSN 0020-7543, 08/2012, Volume 50, Issue 16, pp. 4524 - 4542
Journal Article
The Annals of applied probability, ISSN 1050-5164, 10/2018, Volume 28, Issue 5, pp. 2664 - 2726
We consider a model of linear market impact, and address the problem of replicating a contingent claim in this framework. We derive a nonlinear Black-Scholes... 
Fully nonlinear parabolic equations | Hedging | Price impact | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology
Journal Article
2012, OUP Catalogue, ISBN 0199543178
The Oxford Handbook of Pricing Management is a comprehensive guide to the theory and practice of pricing across industries, environments, and methodologies... 
Book
Applied energy, ISSN 0306-2619, 06/2015, Volume 147, pp. 49 - 58
•Optimal scheduling strategy for building energy systems is developed.•Mixed-integer nonlinear programming approach is used for the optimal scheduling.•Four... 
Zero energy building | Renewable energy systems | Thermal energy storage | Mixed-integer nonlinear programming | Optimal scheduling | Engineering | Engineering, Chemical | Technology | Energy & Fuels | Science & Technology | Usage | Heat storage | Pricing | Case studies | Architecture and energy conservation | Alternative energy sources | Force and energy
Journal Article
Economic theory, ISSN 0938-2259, 8/2018, Volume 66, Issue 2, pp. 525 - 545
Journal Article
European journal of operational research, ISSN 0377-2217, 06/2018, Volume 267, Issue 3, pp. 1089 - 1101
•Nonlinear pricing coupled with Revenue-sharing can coordinate the chain.•Further increase of direct sales cost and product substitution can profit both firms... 
Revenue-sharing contracts | E-commerce | Nonlinear price contracts | Supplier encroachment | Bargaining power | Business & Economics | Operations Research & Management Science | Social Sciences | Management | Technology | Science & Technology | Electronic commerce | Analysis | Methods | Pricing | Revenue sharing
Journal Article