$ During the "work situation" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit) $begingroup$ For an option with cost $C$, the P$&$L, with regard to variations from the underlying asset price $S$ and volatility $sigma$, is provided by Ie: If We https://louiswkanc.blog-mall.com/34695937/examine-this-report-on-pnl