Concepedia

Payoff Replication

Payoff Replication is a financial engineering method that constructs a portfolio of elementary derivatives and underlying assets to synthetically reproduce the payoff structure of a target structured product under specified market conditions.

3

Publications

255

Citations

7

Authors

4

Institutions

Publications per year

2017–2026

0

Parents

Publications

3

1–3 of 3

Authors

7

  1. ED
    Emanuel Derman

    Goldman Sachs (United States), United States

    2 publications · 214 citations

    2

    h-index

  2. DE
    Deniz Ergener

    Goldman Sachs (United States), United States

    2 publications · 214 citations

    2

    h-index

  3. IK
    Iraj Kani

    Goldman Sachs (United States), United States

    2 publications · 214 citations

    2

    h-index

  4. LM
    Lionel Martellini

    Ecole des Hautes Etudes Commerciales du Nord, France

    1 publications · 41 citations

    1

    h-index

  5. JM
    Jean‐Christophe Meyfredi

    Ecole des Hautes Etudes Commerciales du Nord, France

    1 publications · 41 citations

    1

    h-index

1–5 of 7

Institutions

4

  1. Columbia University

    New York, United States

    1 h-index

    2 publications

    20 citations

  2. Goldman Sachs (United States)

    New York, United States

    1 h-index

    3 publications

    612 citations

  3. Merrill (United States)

    Saint Paul, United States

    1 h-index

    1 publications

    10 citations

  4. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    1 h-index

    4 publications

    164 citations

1–4 of 4

Venues

  1. The Journal of Derivatives

    1 publications · 204 citations

    1

    h-index

  2. The Journal of Alternative Investments

    1 publications · 41 citations

    1

    h-index

1–2