After you then setup the portfolio yet again by borrowing $S_ t_1 $ at charge $r$ you could realise a PnL at $t_2$ of I'm particularly enthusiastic about how the "cross-results"* among delta and gamma are handled and would love to see a simple numerical illustration if that's possible. Thanks https://pnl07529.ezblogz.com/65694853/considerations-to-know-about-pnl