HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

How Much You Need To Expect You'll Pay For A Good pnl

$ Within the "do the job scenario" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit)I'm specially enthusiastic about how the "cross-consequences"* involving delta and gamma are dealt with and would love to see a straightforward numerical case in point if that is possible. Many thanks ahead of time!The

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