J. Bouchaud and M. Potters, Back to basics: historical option pricing revisited, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol.357, issue.1758, pp.2019-2028, 1758.
DOI : 10.1098/rsta.1999.0414
URL : http://arxiv.org/abs/cond-mat/9808206

P. P. Boyle and D. Emanuel, Discretely adjusted option hedges, Journal of Financial Economics, vol.8, issue.3, pp.259-282, 1980.
DOI : 10.1016/0304-405X(80)90003-3

A. Cern´ycern´y and J. Kallsen, On the structure of general mean-variance hedging strategies, The Annals of Probability, vol.35, issue.4, pp.1479-1531, 2007.
DOI : 10.1214/009117906000000872

L. Cornalba, J. Bouchaud, and M. Potters, OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS, International Journal of Theoretical and Applied Finance, vol.05, issue.03, pp.307-320, 2002.
DOI : 10.1142/S0219024902001444

D. Moral, P. Rémillard, B. Rubenthaler, and S. , Monte Carlo approximations of American options, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00755423

D. Moral, P. Rémillard, B. Rubenthaler, and S. , Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity, Numerical Methods in Finance, pp.117-145, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00755423

J. Duan, THE GARCH OPTION PRICING MODEL, Mathematical Finance, vol.6, issue.1, pp.13-32, 1995.
DOI : 10.1016/0304-405X(87)90009-2

R. Garcia and . Renault, A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models, Mathematical Finance, vol.8, issue.2, pp.153-161, 1998.
DOI : 10.1111/1467-9965.00049