Leonid Kogan

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All published works

Action	Title	Year	Authors
+ PDF Chat	Compounding of Wealth in Proof-of-Stake Cryptocurrencies	2019	Giulia Fanti Leonid Kogan Sewoong Oh Kathleen Ruan Pramod Viswanath Gerui Wang
+	Compounding of Wealth in Proof-of-Stake Cryptocurrencies	2018	Giulia Fanti Leonid Kogan Sewoong Oh Kathleen Ruan Pramod Viswanath Gerui Wang
+ PDF Chat	A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control	2014	Vu Anh Huynh Leonid Kogan Emilio Frazzoli
+	A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control	2013	Vu Anh Huynh Leonid Kogan Emilio Frazzoli
+	A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control	2013	Vu Anh Huynh Leonid Kogan Emilio Frazzoli
+ PDF Chat	Pricing American Options: A Duality Approach	2004	Martin B. Haugh Leonid Kogan
+ PDF Chat	Pricing American Options: A Duality Approach	2002	Martin B. Haugh Leonid Kogan

Common Coauthors

Coauthor	Papers Together
Emilio Frazzoli	3
Vu Anh Huynh	3
Martin B. Haugh	2
Pramod Viswanath	2
Giulia Fanti	2
Kathleen Ruan	2
Gerui Wang	2
Sewoong Oh	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Monte Carlo methods for security pricing	1997	Phelim Boyle Mark Broadie Paul Glasserman	2
+	Quasi-Monte Carlo Methods in Numerical Finance	1996	Corwin Joy Phelim P. Boyle Ken Seng Tan	2
+	Random Number Generation and Quasi-Monte Carlo Methods.	1993	Bruce Jay Collings Harald Niederreiter	2
+	Lagrange approach to the optimal control of diffusions	1993	Peter Kosmol Michele Pavon	2
+	Optimal Control under Stochastic Target Constraints	2010	Bruno Bouchard Romuald Élie Cyril Imbert	2
+ PDF Chat	Stochastic optimal control with dynamic, time-consistent risk constraints	2013	Yinlam Chow Marco Pavone	2
+ PDF Chat	Faster Valuation of Financial Derivatives	1995	Spassimir H. Paskov J. F. Traub	2
+	Uniform Random Numbers: Theory and Practice	1995	Shu Tezuka	2
+	A time-dependent version of P�lya's urn	1990	Robin Pemantle	2
+	Quasi-Monte Carlo approaches to option pricing	1995	John R. Birge	2
+	QUASI-MONTE CARL0 METHODS	2003	Ken Seng Tan	1
+	Tight Approximations of Dynamic Risk Measures	2011	Dan A. Iancu Marek Petrik Dharmashankar Subramanian	1
+	Mean-Variance Optimization in Markov Decision Processes	2011	Shie Mannor John N. Tsitsiklis	1
+	An Incremental Sampling-based Algorithm for Stochastic Optimal Control	2012	Vu Anh Huynh Sertaç Karaman Emilio Frazzoli	1
+ PDF Chat	Compounding of Wealth in Proof-of-Stake Cryptocurrencies	2019	Giulia Fanti Leonid Kogan Sewoong Oh Kathleen Ruan Pramod Viswanath Gerui Wang	1
+ PDF Chat	Weak Dynamic Programming for Generalized State Constraints	2012	Bruno Bouchard Marcel Nutz	1
+	Polya Urn Models	2008	Hosam M. Mahmoud	1
+	None	2003	Song Wang L.S. Jennings Kok Lay Teo	1
+	Random Number Generation and Quasi-Monte Carlo Methods	1992	Harald Niederreiter	1
+ PDF Chat	Optimal Selfish Mining Strategies in Bitcoin	2017	Ayelet Sapirshtein Yonatan Sompolinsky Aviv Zohar	1
+ PDF Chat	Sampling-based algorithms for optimal motion planning	2011	Sertaç Karaman Emilio Frazzoli	1
+	A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control	2013	Vu Anh Huynh Leonid Kogan Emilio Frazzoli	1
+ PDF Chat	An incremental sampling-based algorithm for stochastic optimal control	2012	Vu Anh Huynh Sertaç Karaman Emilio Frazzoli	1
+ PDF Chat	Dynamic programming for stochastic target problems and geometric flows	2002	H. Meté Soner Nizar Touzi	1
+ PDF Chat	A Monte Carlo Method for Optimal Portfolios	2000	Jérôme Detemple René García Marcel Rindisbacher	1
+	New kids on the block: an analysis of modern blockchains	2016	Luke Anderson Ralph Holz Alexander Ponomarev Paul Rimba Ingo Weber	1
+	P√≥lya Urn Models	2008		1
+	Casper the Friendly Finality Gadget	2017	Vitalik Buterin Virgil Griffith	1