Timeline for Threshold calculation for buying a mean-reverting asset
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 18, 2014 at 3:30 | comment | added | Hans | The link to Thompson 2002 is corrupted. It would be appreciated if you cold update it. | |
| May 16, 2013 at 16:15 | history | answered | Brian B | CC BY-SA 3.0 |