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5 Simple Techniques For pnl

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$ In the "get the job done scenario" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a tiny bit) In the meantime it is the conclusion on the day and time for Trader B to hedge, but he has absolutely nothing to delta-hedge https://www.youtube.com/watch?v=qMmsQ4kKgY4

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