pnl Can Be Fun For Anyone
$ In the "do the job scenario" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tad)$begingroup$ In the event you look at just only one case in point, it could appear to be the frequency of hedging specifically outcomes the EV/Avg(Pnl), like in the problem you explained the place hedging every single minute pro