=&E \Biggl[\exp \Biggl(\mathrm{i}\sum_{j=0}^k\theta_jB_{t_j}^{(0)} -\frac{\lambda^0}0 \e^{0-0H}\int_{[0,T]^0} B^{(0)}_uB^{(0)}_v \rho_\e(u-v)\,\mathrm{d}u\,\mathrm{d}v \Biggr) \Biggr]\\ &=&E \Biggl[\exp \Biggl(\mathrm{i}\sum_{j=0}^k\theta_jB_{t_j}^{(0)} -\lambda^0 \e^{0-0H}\int_0^T 