Replication

英文Replication

中文 (征集中)

英文释义

(1)To replicate the payout of an option by buying or selling other instruments. (2)Dynamic replication involves dynamically buying or selling the underlying (or futures, where transaction costs are cheaper) in proportion to an option’s delta. (3)Static replication is where the option is hedged with a basket of standard options whose composition does not change with time

中文释义

(征集中)

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