Pricing of Electricity Financial Derivatives via Informer-Improved Monte Carlo: A Swing Option for the Synchronized Reserve

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Haochen Hua, Zhikun Wang, Hongye Guo, Yunfeng Wen, Fei Mei, Jia Shao, Qiao Peng, Denis Nikolaevich Sidorov
DOI: 10.2139/ssrn.6172102
Cited by: 0
References: 24

Fields of Study & Subjects

Stochastic processes and financial applications Electric Power System Optimization Energy Load and Power Forecasting

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint