We investigated how the finiteness of the length of the sequence affects the phase transition that takes place at DNA melting temperature. For this purpose, we modified the Transfer Integral method to adapt it to the calculation of both extensive (partition function, entropy, specific heat, etc) and non-extensive (order parameter and correlation length) thermodynamic quantities of finite sequences with open boundary conditions, and applied the modified procedure to two different dynamical models. We showed that rounding of the transition clearly takes place when the length of the sequence is decreased. We also performed a finite-size scaling analysis of the two models and showed that the singular part of the free energy can indeed be expressed in terms of an homogeneous function. However, both the correlation length ξ and the average separation between paired bases y diverge at the melting transition, so that it is no longer clear to which of these two quantities the length L of the system should be compared. Moreover, Josephson's identity is satisfied for none of the investigated models, so that the derivation of the characteristic exponents which appear, for example, in the expression of the specific heat, requires some care.(♯)