1

Pnl Options

News Discuss 
$ In the "function scenario" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation somewhat) In the meantime it is the conclusion in the working day and time for Trader B to hedge, but he has absolutely nothing to delta-hedge since the inventory is one https://www.youtube.com/watch?v=qMmsQ4kKgY4

Comments

    No HTML

    HTML is disabled


Who Upvoted this Story