In some cases genes are as simple as one gene being dominant over another. But in many cases it's a bit more complicated.
This guy has a bit of insight into the pathways of pepper colors and how different mutations result in different colors:
How are you going about selecting your F1 Cross? What colors/flavors/shapes are you looking for?
This first attempt will be a random crossing. I'll see what comes up in the F1 generation, pick the most interesting results, and then repeat the process in the F2 generation. I don't really have predetermined qualities I'm looking for this time. Though, if I could choose, it would be interesting to create an olive-color or purple when ripe pepper. I doubt that's possible with these two peppers?