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Question: How to calculate this integration

Question:How to calculate this integration

Ex 95 Maple
int fourier
November 28 2012
0

refer to Madan's paper about VG in year 1998

equation (6)

tm := int(expand(1/(rho*sqrt(2*Pi*g))*exp(-((X-theta*g)^2)/(2*g*rho^2))*g^(t/v-1)*exp(-g/v)/v^(t/v)/GAMMA(t/v)),g=0..infinity);
characteristicfun := invfourier(int(tm,x=0..infinity),x,w);

it is not equal to (1/(1-i*theta*v*u+(v/2*rho^2)*u^2))^(t/v) ?

it can not be calculated
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