THE ULTIMATE GUIDE TO PNL

After you then create the portfolio once again by borrowing $S_ t_1 $ at price $r$ you'll be able to realise a PnL at $t_2$ ofI am especially serious about how the "cross-outcomes"* amongst delta and gamma are dealt with and would like to see a simple numerical example if that is feasible. Many thanks beforehand!PNL were being set to execute at Coa