5 SIMPLE STATEMENTS ABOUT PNL EXPLAINED

$ Inside the "get the job done case" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit)WillWill 13344 bronze badges $endgroup$ 4 $begingroup$ Did you not say at first that $V$ is self-funding? In that circumstance there isn't a Charge to finance it along with the PnL is always just $V_T-V_t$ amongst any