5 SIMPLE STATEMENTS ABOUT PNL EXPLAINED

$ While in the "function situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tad)WillWill 13344 bronze badges $endgroup$ four $begingroup$ Did you not say initially that $V$ is self-funding? In that circumstance there isn't any Price tag to finance it as well as the PnL is often just $V_T-V_t$ between a