Option pricing under regime-switching jump-diffusion dynamics with transaction costs: a neural SDE approach
Crossref DOI link: https://doi.org/10.1007/s11147-026-09238-7
Published Online: 2026-05-21
Published Print: 2026-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shakeel, Mohd Raagib
Yadav, Satyam
Ahmad, Musheer
Text and Data Mining valid from 2026-05-21
Version of Record valid from 2026-05-21
Article History
Received: 4 February 2026
Accepted: 11 May 2026
First Online: 21 May 2026
Declarations
:
: The authors declare no competing interests.