1. Shiryaev, A.N., Osnovy stokhasticheskoi finansovoi matematiki, tom 2: Teoriya (Fundamentals of Stochastic Financial Mathematics, Vol. 2: Theory), Moscow: FAZIS, 1998.
2. Föllmer, H. and Schied, A., Stochastic Finance: An Introduction in Discrete Time, Berlin: de Gruyter, 2011. Translated under the title Vvedenie v stokhasticheskie finansy. Diskretnoe vremya, Moscow: MTsNMO, 2008.
3. Khametov, V.M. and Shelemekh, E.A., Superhedging of American Options on an Incomplete Market with Discrete Time and Finite Horizon, Autom. Remote Control, 2015, Vol. 76, No. 9, pp. 1616–1634.
4. Biagini, S. and Frittelli, M., A Unified Framework for Utility Maximization Problems: An Orlicz Space Approach, Ann. Appl. Probab., 2008, Vol. 18/3, pp. 929–966
5. Rokhlin, D.B., Equivalent Supermartingale Densities and Measures in Discrete Time Infinite Horizon Market Models, Theor. Prob. App., 2009, Vol. 53, No. 4, pp. 626–647