Complex Chooser Options
The price of a complex chooser option is given by : 
where 
, , , 
and where 
S = The spot of the underlying asset b = The cost of carry r = The risk free rate X = The strike price = Volatility of underlying asset's price t_{1} = Time to when the holder must choose call or put T_{2} = Time to maturity N = The cumulative normal distribution function T_{c} = The time to maturity of the call. T_{p} = The time to maturity of the put. M(a,d; ?) = The cumative bivariate normal distribution function. N(x) = The normal distribution function 
and where I is the solution to 

where 
, 

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