I have a basic question about the CGMY model which has characteristic function
$$ \Gamma(-Y_p)\left((M-iu)^{Y_p}-M^{Y_p}\right)+\frac{C_n}{C_p}\Gamma(-Y_n)\left((G+iu)^{Y_n}-G^{Y_n}\right) $$
whith $Y_p<2$ and $Y_n<2$. However, when I implement pricing with this characteristic function I get thrown an error as the gamma function is not defined for negative values. So is there an error in the classical characteristif function of the CGMY model?