NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

That's not the same as the pnl equalling the value paid, instead the envisioned pnl of your system might be the same as the option worth. $endgroup$To help make the two techniques similar you must think about investing/borrowing $PnL_1$ at amount $r$ making sure that it stays during the procedure until $t_2,.$ At the moment your$begingroup$ Should