Talk:fugit

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fugit

fugit#English, more specifically. Badly worded, and I don't know enough about the meaning to word the definition correctly. Likewise for the etymology.—msh210 17:48, 22 May 2008 (UTC)

You can find that term on [1] 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)
Thanks for the reference. I had trouble finding many actual uses, such as the Rubinstein article. DCDuring TALK 11:15, 23 May 2008 (UTC)
Hi, you can find other reference [1] or [2]Lpele 08:45, 26 May 2008 (UTC)
  1. ^ http://www.ivolatility.com/ivolatilitysdk/Options%20Analysis%20Toolkits.pdf
  2. ^ http://www.cfahungary.hu/Linked%20Files/option_f.pdf