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- You can find that term on  too. I can send you original article from Mark Garman too if you like, it was also published in the book "From Black Scholes to Black Holes - New frontiers in options" edited by Risk. This term is used in other finance articles, see for example article "Guiding Force" from Mark Rubinstein published in 1992 ("Fifth, for American options, it is interesting to calculate the risk-neutral expected life of the option, known as the "fugit". This can also be calculated by using a binomial tree :..."Lpele 08:25, 23 May 2008 (UTC)
- ^ http://www.ivolatility.com/ivolatilitysdk/Options%20Analysis%20Toolkits.pdf
- ^ http://www.cfahungary.hu/Linked%20Files/option_f.pdf