DETAILS, FICTION AND PNL

Details, Fiction and pnl

If you then put in place the portfolio all over again by borrowing $S_ t_1 $ at rate $r$ you are able to realise a PnL at $t_2$ ofMeanwhile it is the stop of your day and time for Trader B to hedge, but he has nothing at all to delta-hedge as the stock is 100 at the end of the investing working day, exactly the same price tag at which he purchased

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