PNL OPTIONS

Any time you then put in place the portfolio yet again by borrowing $S_ t_1 $ at fee $r$ you may realise a PnL at $t_2$ ofMeanwhile it is the stop of your day and time for Trader B to hedge, but he has very little to delta-hedge since the inventory is a hundred at the end of the buying and selling working day, exactly the same rate at which he purc