Contents: Introduction: Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations; Utility indifference pricing with market incompleteness; Pricing options in illiquid markets: symmetry reductions and exact solutions; Distributional solutions to an integro-differential parabolic problem arising on Financial Mathematics; A semidiscretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing; Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear...