Please I need help with the evaluation of this integral. I've tried with both mathematica and maple, but to no avail. Here is the integral:
$ e^{-r(T-t)}\int_{-\infty}^{\infty}\frac{(Se^{x})^{n}}{\sqrt{2\pi\sigma^{2}(T-t)}}\exp\left[-\frac{\left\{ x-\left(r-\frac{1}{2}\sigma^{2}\right)\left(T-t\right)\right\} ^{2}}{2\sigma^{2}\left(T-t\right)}\right]\mbox{dx} $ for $n\geq 2$.
Thanks.