Leonid Kogan

According to our database1, Leonid Kogan authored at least 6 papers between 2001 and 2019.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2019
Compounding of Wealth in Proof-of-Stake Cryptocurrencies.
Proceedings of the Financial Cryptography and Data Security, 2019

2017
Market selection.
J. Economic Theory, 2017

2014
A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

2006
Evaluating Portfolio Policies: A Duality Approach.
Operations Research, 2006

2004
Pricing American Options: A Duality Approach.
Operations Research, 2004

2001
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach.
Operations Research, 2001


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