J'ai trouvé two applications that allows you to do this.
CheVolume (Paid) - 7 day trial version available
Audio Router (Free) - open source alternative to CheVolume
Remarque : If not working vous devez enable stereo mix in sound properties. Refer this video or this GIF.
Mise à jour after spring 2018
With windows 10 spring update 2018, Microsoft is offering a similar solution. Vous pouvez vérifiez le below GIF or this youtube video.
Mise à jour December 2018
EarTrumpet - Quick, simple control of all your audio devices from la barre des tâches. Get it here.
Supported operating systems