NOT KNOWN DETAILS ABOUT PNL

Which is dependent upon the rebalancing frequency. But "predicted P&L" refers to a mean over all feasible price tag paths. So There may be not automatically a contradiction in this article. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Thanks a whole lot for taking the time to answer. Thanks to your last