How pnl can Save You Time, Stress, and Money.
That isn't the same as the pnl equalling the price compensated, in its place the envisioned pnl of the method can be similar to the option worth. $endgroup$To generate the two strategies comparable you must visualize investing/borrowing $PnL_1$ at rate $r$ in order that it stays while in the technique until eventually $t_2,.$ At the moment yourDroi