About pnl
About pnl
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And this depends upon the rebalancing frequency. But "expected P&L" refers to a mean above all achievable cost paths. So There may be not essentially a contradiction listed here. $endgroup$
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Or will it really not make any difference? I suggest both can return distinct values so I need to request which price is more precise. $endgroup$
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How Is that this real although? Delta-hedging frequency contains a direct impact on your PnL, and not simply the smoothness of it.
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$begingroup$ In Black Scholes framework, assuming zero interest rates and understood volatility to generally be exact as implied volatility, gamma pnl is strictly very same and reverse of theta pnl.
Usually there are some subtleties to such a attribution, precisely due to the fact that $sigma$ is often modeled to be a function of $S$ and $t$, so there are cross-effects among the greeks that make it inexact.
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The net effect of all that is the fact that improved delta hedging frequency does just hold the smoothing effect on P/L in excess of very long more than enough time horizons. But such as you suggest that you are subjected to one-off or rare imply reversion (or trend) effects, but these dissipate over large samples.
La PNL utiliza las submodalidades para cambiar la forma en que una persona experimenta un recuerdo o una emoción. Por ejemplo, si alguien tiene un recuerdo traumático, se puede trabajar con las submodalidades para reducir la intensidad emocional asociada con ese recuerdo.
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