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user34971

Gamma, Theta, Vega, Vanna and Volga PnL under BachilierBachelier

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Gamma, Theta, Vega, Vanna and Volga PnL under Bachilier

Is there a PDE that decomposes the daily PnL as delta, gamma, vega vanna and volga but under Bachelier model (assuming normal vol) ?