April 19th, 2008, 6:05 pm
not, i mean the positive process called CMY such that CGMY = CMY - CGYthat is described in a Schoutens paper on credit (available at his webpage).I am interested in scaling property and in sum of CMY processes.any idea? thanks
Last edited by
fashionmarina on April 18th, 2008, 10:00 pm, edited 1 time in total.