1. & (2003). The robust replication of volatility derivatives (working paper). New York: Bloomberg L. P.
2. & (1998). Towards a theory of volatility trading. In (Ed.), Volatility: New estimation techniques for pricing derivatives (pp. 417–427). London: Risk Books.
3. Chicago Board Options Exchange. (2003). VIX—CBOE Volatility Index.
4. Retrieved from http://www.cboe.com/micro/vix/vixwhite.pdf.