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The pnl Diaries

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$ Inside the "get the job done scenario" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit) Meanwhile it is the end with the working day and time for Trader B to hedge, but he has almost nothing to delta-hedge as the https://www.youtube.com/watch?v=qMmsQ4kKgY4

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