Here is a partial translation of Maurice Couturier's "PS" - Lolita is both the first and the last word in H.H.'s narration. In a Playboy interview Nabokov explained his choice of the name [this is the original English from the internet]:
Nabokov: For my nymphet I needed a diminutive with a lyrical lilt to it. One of the most limpid and luminous letters is “L.” The suffix “-ita” has a lot of Latin tenderness, and this I required too. Hence: Lolita. However, it should not be pronounced as you and most Americans pronounce it: Low-lee-ta, with a heavy, clammy “L” and a long “o.” No, the first syllable should be as in “lollipop,” the “L” liquid and delicate, the “lee” not too sharp. Spaniards and Italians pronounce it, of course, with exactly the necessary note of archness and caress. Another consideration was the welcome murmur of its source name, the fountain name: those roses and tears in “Dolores.” My little girl’s heart-rending fate had to be taken into account together with the cuteness and limpidity. Dolores also provided her with another, plainer, more familiar and infantile diminutive: Dolly, which went nicely with the surname “Haze,” where Irish mists blend with a German bunny—I mean a small German hare.
Playboy: You’re making a word-playful reference, of course, to the German term for rabbit—Hase. But what inspired you to dub Lolita’s aging inamorato with such engaging redundancy?
Nabokov: That, too, was easy. The double rumble is, I think, very nasty, very suggestive. It is a hateful name for a hateful person. It is also a kingly name, and I did need a royal vibration for Humbert the Fierce and Humbert the Humble. Lends itself also to a number of puns. And the execrable diminutive “Hum” is on a par, socially and emotionally, with “Lo,” as her mother calls her.