Hi,
i've seen a textbook where the integration inthe following expression is performed:
C(S,V,t) = 1-(1/2pi)*exp[-lambda(k0)*t](u(k0,V)/k0^2-i*k0)
+ infin
*S exp[-.5*kr^2*lambda''(k0)*t]dkr
- infin
where kr is k subscript r and k0 is ksubscript 0
i = complex number
lamda''...