CONSIDERATIONS TO KNOW ABOUT PNL

Considerations To Know About pnl

$ While in the "function circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)I am particularly serious about how the "cross-outcomes"* among delta and gamma are handled and would like to see a simple numerical case in point if which is achievable. Thanks in advance!The above mentioned big

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