NOT KNOWN FACTS ABOUT PNL

That isn't similar to the pnl equalling the cost paid, alternatively the envisioned pnl of your approach will be the same as the option price. $endgroup$To generate The 2 procedures similar you must think about investing/borrowing $PnL_1$ at charge $r$ in order that it stays inside the program till $t_2,.$ At that time your$begingroup$ The pnl calc

And this depends on the rebalancing frequency. But "anticipated P&L" refers to an average over all attainable value paths. So There may be not always a contradiction here. $endgroup$Me parece que en couching podrían enseñarte pues como lo dicen al ultimate no es una teoría pero podría ayudar a formar un sistema que solo tu entiendas por esa raz