I'm looking for the correct characteristic function for the Kou (2002) jump diffusion model.

Can someone help me? Because if I try to look at it online everyone forgot $r$ and $S_0$.

This is what I have right now, but it's not right at all. Does someone know what's wrong with this function?


$$\varphi(w) = \exp\left(iw(\ln(S_0)+(r+\lambda u) T)+T\lambda\left(\frac{pn_1}{n_1-iw}+\frac{(1-p)n_2}{n_2+iw}-1\right)-\frac{1}{2}\sigma^2T w^2\right)$$



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