Traditional discrete neuroeconomic paradigms lack the ecological validity of continuous, volatile financial markets. To bridge this gap, the present study introduces a dynamic Jump-Diffusion Model (JDM) trading task. Ten participants (N = 10) navigated sudden simulated market spikes followed by SAM ratings across valence, arousal, and regret to evaluate behavioral responses to increasing monetary stakes (1, 50, 100 DKK), and realized versus counterfactual outcomes (gain, loss, relief, FOMO). Concurrently, real-time 64-channel Electroencephalography (EEG) data were recorded from a single-subject subset (N = 1) to evaluate neural responses to the ongoing volatility. Due to the restricted electrophysiological sample, this research serves purely as a methodological pilot study. Behaviorally, the paradigm successfully induced distinct affective states; the counterfactual regret of missing a surge (FOMO) rivaled the distress of a realized loss. However, the Lab Money Effect and progressive task habituation meant that increasing monetary stakes failed to modulate arousal ratings. Additionally, prior financial outcomes did not significantly dictate risk behavior, which was instead dominated by an overwhelming action bias. Neurally, the continuous JDM demonstrated the capacity to elicit late-stage cognitive engagement (P300, LPP), though early prediction error signals (FRN) were masked by ocular tracking artifacts. These preliminary findings validate the JDM as a promising framework for neuroeconomic modeling while establishing critical baselines for fully powered future investigations.