THE 5-SECOND TRICK FOR PNL

$begingroup$ I'm unsure what you suggest by "cross" outcomes - the only real correlation is that they both equally are functions in the transform in fundamental ($Delta S$)To produce The 2 solutions equivalent you should think of investing/borrowing $PnL_1$ at level $r$ so that it stays during the process right until $t_2,.$ At the moment yourStack