Kou model (double exponential jumps) - Implied value and volatility (european options)

[PMFI]

Hello,

I want to use Kou's model to derive implied value and volatility of equity from option prices and volatility (as it can be done in BS with the classic call formula and the other one with only one term but also the option volatility).

Since Kou's formulas are significantly more complicated , I am not sure how to solve this issue.
Do you have any advice ?

Thanks