Leonid Kogan

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Compounding of Wealth in Proof-of-Stake Cryptocurrencies.

Giulia Fanti, Leonid Kogan, Sewoong Oh, Kathleen Ruan, Pramod Viswanath, Gerui Wang

Proceedings of the Financial Cryptography and Data Security, 2019

2017

Market selection.

Leonid Kogan, Stephen A. Ross, Jiang Wang, Mark M. Westerfield

J. Econ. Theory, 2017

2014

A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control.

Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli

Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

2006

Evaluating Portfolio Policies: A Duality Approach.

Martin B. Haugh, Leonid Kogan, Jiang Wang

Oper. Res., 2006

2004

Pricing American Options: A Duality Approach.

Martin B. Haugh, Leonid Kogan

Oper. Res., 2004

2001

Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach.

Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo

Oper. Res., 2001