According to our database1, Leonid Kogan authored at least 6 papers between 2001 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Compounding of Wealth in Proof-of-Stake Cryptocurrencies.
Proceedings of the Financial Cryptography and Data Security, 2019
J. Economic Theory, 2017
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
Evaluating Portfolio Policies: A Duality Approach.
Operations Research, 2006
Pricing American Options: A Duality Approach.
Operations Research, 2004
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach.
Operations Research, 2001