$ Within the "function circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation somewhat) I'm especially thinking about how the "cross-consequences"* among delta and gamma are handled and would love to see a straightforward numerical case in point if which is attainable. Thanks beforehand! https://dantemrtwz.blog2news.com/34717860/how-much-you-need-to-expect-you-ll-pay-for-a-good-pnl