# Leonid Kogan

According to our database

Collaborative distances:

^{1}, Leonid Kogan authored at least 6 papers between 2001 and 2019.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## 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