NEW STEP BY STEP MAP FOR PNL

New Step by Step Map For pnl

Then again, the gamma PnL is paid out for you about the aspect, not on the option top quality, but from your trading actions in the fundamental you perform your hedging account.To produce the two approaches similar you need to think about investing/borrowing $PnL_1$ at fee $r$ making sure that it stays inside the process right until $t_2,.$ At the

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