5 ESSENTIAL ELEMENTS FOR PNL

That isn't similar to the pnl equalling the value paid, rather the expected pnl of your strategy could well be similar to the choice price. $endgroup$To make the two strategies similar you must imagine investing/borrowing $PnL_1$ at level $r$ in order that it stays within the procedure right until $t_2,.$ At that time yourLa PNL se basa en varios p