Ouvrages et articles :
Andrew Christie (1982), The Stochastic Behavior of Common Stock Variances: Leverage and Interest Rate Effects. Guobuzaite & Martellini (2012), The Benefits of Volatility Derivatives in Equity Portfolio Management, EDHEC Publication. John Hull, Options, Futures and Other Derivatives, 8e edition, Pearson Education Inc, p. 803. Harry Markowitz, Portfolio Selection, The Journal of Finance, vol. 7, n° 1. (Mar., 1952), pp. 77-91. Sheldon & Natenberg, Option Volatility & Pricing – Advanced Trading Strategies and Techniques, chapitre 14, pp. 275-469. ...
