A novel framework for pricing electricity derivatives: Integrating stochastic models and machine learning
Panumart Sawangtong; Rahman Taleghani; Mehran Taghipour
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Journal of Computational and Applied Mathematics
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1016/j.cam.2025.117211
The original publisher provides the full text and its access options.
Cite this source
Panumart Sawangtong; Rahman Taleghani; Mehran Taghipour. A novel framework for pricing electricity derivatives: Integrating stochastic models and machine learning. Journal of Computational and Applied Mathematics. 2026-05. https://doi.org/10.1016/j.cam.2025.117211