Fortran and Matlab code for this paper. The Fortran version supports multithreading via OpenMP.
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Fortran and Matlab code for my paper "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors""
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Fortran and Matlab code for my paper "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors""
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