NEW STEP BY STEP MAP FOR PNL

New Step by Step Map For pnl

However, the gamma PnL is paid to you about the side, not on the option premium, but within the investing routines from the fundamental you perform your hedging account.To create the two solutions similar you must imagine investing/borrowing $PnL_1$ at amount $r$ in order that it stays within the procedure until eventually $t_2,.$ At the moment you

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