XPayIndustry WIKIBack to home
XPAY KNOWLEDGE

Industry WIKI

Digital assets and currencies

Understand assets, networks and trading mechanics with sources you can check.

Trading basics

Replicating portfolio

In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio doe