THE FACT ABOUT PNL THAT NO ONE IS SUGGESTING

The Fact About pnl That No One Is Suggesting

$ Within the "function circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)I am significantly thinking about how the "cross-effects"* amongst delta and gamma are managed and would love to see an easy numerical illustration if which is attainable. Many thanks beforehand!Evaluating P&L State

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