HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

$ In the "operate circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)In the meantime it's the conclusion from the working day and time for Trader B to hedge, but he has nothing to delta-hedge since the inventory is 100 at the conclusion of the trading day, the exact same price tag at whic