VarianceGamma的特征函数是啥,怎样用c++实现

typedef complex\u0026lt;double\u0026gt; dcmplx;dcmplx vg(dcmplx\u0026amp; u, double s0, double r, double q, double t, double sigma, double nu, double theta){ dcmplx a(0.0, log(s0)+(r-q+log(1-theta*nu-sigma*sigma*nu/2.0)/nu)*t); dcmplx b(sigma*sigma*nu/2.0, 0.0), d(0.0,theta*nu), e(1.0,0.0); dcmplx c = pow(e - d*u + b*u*u, -t/nu); return exp(a*u)*c;}


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