Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. - Dimitris Bertsimas; Leonid Kogan; Andrew W. Lo (Oper. Res., 2001)

Pricing American Options: A Duality Approach. - Martin B. Haugh; Leonid Kogan (Oper. Res., 2004)

Evaluating Portfolio Policies: A Duality Approach. - Martin B. Haugh; Leonid Kogan; Jiang Wang 011 (Oper. Res., 2006)

A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control. - Vu Anh Huynh; Leonid Kogan; Emilio Frazzoli (CDC, 2014)

Market selection. - Leonid Kogan; Stephen A. Ross; Jiang Wang 011; Mark M. Westerfield (J. Econ. Theory, 2017)

Compounding of Wealth in Proof-of-Stake Cryptocurrencies. - Giulia Fanti; Leonid Kogan; Sewoong Oh; Kathleen Ruan; Pramod Viswanath; Gerui Wang (Financial Cryptography, 2019)