The 5-Second Trick For pnl
On the flip side, the gamma PnL is paid for you about the facet, not on the choice quality, but from the buying and selling pursuits while in the underlying you execute your hedging account.To produce The 2 techniques similar you'll want to think about investing/borrowing $PnL_1$ at level $r$ to ensure that it stays in the method until finally $t_2