European option pricing in regime switching framework via physics-informed residual learning - Pande, Naman Krishna; Pasricha, Puneet; Kumar, Arun; Kumar Gupta, Arvind (Expert systems with applications, 2025)
Keywords: Black-scholes; European options; Heston model; Physics informed deep learning; Regime-switching; Physics informed deep learning; European options; Black-scholes; Regime-switching; Heston model