QuadraticFormsMGHyp (julia): A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
Keywords: inversion-formula|variance-gamma|normal-inverse-gaussian|partial-moments|imhof|students-t|tail-probabilities|expected-shortfall|value-at-risk|generalized-hyperbolic-distribution|saddlepoint-approximation|quadratic-forms