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fashionmarina
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Schoutens CMY process

April 19th, 2008, 12:26 pm

I would know something about scaling property and sum between CMY processes.thanks for any suggestionsregards
 
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TraderJoe
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Schoutens CMY process

April 19th, 2008, 4:20 pm

QuoteOriginally posted by: fashionmarinaI would know something about scaling property and sum between CMY processes.Do you CGMY processes ?
 
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fashionmarina
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Schoutens CMY process

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.