PNL FOR DUMMIES

$begingroup$ I'm undecided Anything you indicate by "cross" results - the only correlation is they the two are functions of your adjust in fundamental ($Delta S$)To make the two solutions similar you'll want to think about investing/borrowing $PnL_1$ at rate $r$ to ensure it stays in the technique until $t_2,.$ At the moment yourNow, in the above e