Tend to be the calculations correct? I assumed the netPnl should be often the same - whatever the valuation style WillWill 13344 bronze badges $endgroup$ four $begingroup$ Did you not say at first that $V$ is self-financing? In that scenario there's no cost to finance it as well as PnL https://donovanlruxc.blogdosaga.com/33984542/not-known-factual-statements-about-pnl