나승호 (Seungho Na)
M.S. student (Semester 1)
Deep hedging for nonsmooth payoffs under entropic risk
진행 중 논문
- Pontryagin-Guided Deep Hedging for Nonsmooth Payoffs under Entropic Risk
- Boundary-Layer Stable Pontryagin-Guided Deep Hedging for Barrier Options
진행 중 과제
- ELS Hedging Decision-Making System Using Neural Optimal Control, Jul. 2026–Jun. 2027, RiskX-led project, 2026 Seoul FinTech Technology Commercialization Support Program
발표
- Pontryagin-Guided Deep Hedging, The Korean Operations Research and Management Science Society (KORMS), Oral Presentation, Spring 2026