Georgebla Joined 3/22/17 Messages 1 Points 11 3/22/17 #1 Hi! I am trying to understand the VIX calculation (see Chicago Board Options Exchange - The World's Largest Options Exchange) In that integral what does F_t mean? Thank you.
Hi! I am trying to understand the VIX calculation (see Chicago Board Options Exchange - The World's Largest Options Exchange) In that integral what does F_t mean? Thank you.