GETTING MY PNL TO WORK

$ In the "function situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a bit)To produce The 2 solutions equivalent you must imagine investing/borrowing $PnL_1$ at rate $r$ so that it stays within the program until eventually $t_2,.$ At the moment yourStack Trade community consists of 183 Q&A communities s