Indicators on pnl You Should Know
$ Inside the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)WillWill 13344 bronze badges $endgroup$ four $begingroup$ Did you not say in the beginning that $V$ is self-financing? In that case there isn't a Value to finance it along with the PnL is always just $V_T-V_t$