[FS] CHAPTER 4 IN BOOK F?llmer, H., Schied, A. Stochastic Finance: An Introduction in Discrete Time Second revised and extended edition Published in November 2004 by Walter de Gruyter, Berlin.
[Pham] CHAPTER 6 (AND PARTS OF 7) IN BOOK Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability) Huyên Pham Springer 2009
[Peng] ARTICLE by Peng, Shige with title "Non linear expectations, non linear evaluations and risk measures" IN BOOK Back, K., Bielecki, T. R., Hipp, C., Peng, S., Schachermayer, W. Stochastic methods in finance. Lectures from the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, June 6–12, 2003. Edited by M. Frittelli and W. Runggaldier. Lecture Notes in Mathematics, 1856. Fondazione C.I.M.E.. [C.I.M.E. Foundation] Springer-Verlag, Berlin; Fondazione C.I.M.E., Florence, 2004. xiv+306 pp. ISBN: 3-540-22953-1
[RG] ARTICLE: by Rosazza Gianin, Emanuela Risk measures via g-expectations. Insurance Math. Econom. 39 (2006), no. 1, 19–34.