{"payload":{"header_redesign_enabled":false,"results":[{"id":"111103092","archived":false,"color":"#e16737","followers":156,"has_funding_file":false,"hl_name":"jkirkby3/PROJ_Option_Pricing_Matlab","hl_trunc_description":"Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…","language":"MATLAB","mirror":false,"owned_by_organization":false,"public":true,"repo":{"repository":{"id":111103092,"name":"PROJ_Option_Pricing_Matlab","owner_id":33753270,"owner_login":"jkirkby3","updated_at":"2023-06-26T23:51:02.728Z","has_issues":true}},"sponsorable":false,"topics":["options","monte-carlo","derivatives","option-pricing","quantitative-finance","american-options","jump-diffusion","stochastic-volatility-models","black-scholes","fourier-transform","sabr","european-options","levy-processes","heston-model","asian-option","bermudan-option","lookback-option","variance-swap","barrier-option","quant-finance"],"type":"Public","help_wanted_issues_count":0,"good_first_issue_issues_count":0,"starred_by_current_user":false}],"type":"repositories","page":1,"page_count":1,"elapsed_millis":44,"errors":[],"result_count":1,"facets":[],"protected_org_logins":[],"topics":null,"query_id":"","logged_in":false,"sign_up_path":"/signup?source=code_search_results","sign_in_path":"/login?return_to=https%3A%2F%2Fgithub.com%2Fsearch%3Fq%3Drepo%253Ajkirkby3%252FPROJ_Option_Pricing_Matlab%2B%2Blanguage%253AMATLAB","metadata":null,"csrf_tokens":{"/jkirkby3/PROJ_Option_Pricing_Matlab/star":{"post":"pR7I6iqs0GktT73tmbawqYv7WEgg6MWbTOyYDw2CTrvd3xgMy4Mw5O7hNy7_j_p6AxRh4-TG-u-E02z82ES_EA"},"/jkirkby3/PROJ_Option_Pricing_Matlab/unstar":{"post":"Nps22f6EpwqVFvTEyZ-KeCYcx7VSEQfzs4n-7xDrqLg1kFWls1e67-SDTUkt8Eh3O-wdUamb5AVhKd8hxOMnuA"},"/sponsors/batch_deferred_sponsor_buttons":{"post":"ElQZI_nNpyz3J8OQdKEJYvOyilarMvn2pGk7b5lX_I4NoK4bY0dMwkawXSeO-dvzyJpn0ydIU2l14Cvr_TqZog"}}},"title":"Repository search results"}