$ While in the "work circumstance" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation somewhat) I'm significantly thinking about how the "cross-results"* amongst delta and gamma are handled and would love to see an easy numerical illustration if that is possible. Thanks beforehand! https://pnl87764.post-blogs.com/54999226/not-known-details-about-pnl