Leonid Kogan

Information about the author Leonid Kogan will soon be added to the site.

Found 4 papers in total

The Price Impact and Survival of Irrational Traders

2006

Milton Friedman argued that irrational traders will consistently lose money, will not...

Evaluating portfolio policies: a duality approach

2006

The performance of a given portfolio policy can in principle be evaluated by comparing...

Pricing American options: a duality approach

2004

We develop a new method for pricing American options. The main practical contribution...

2001

Given a European derivative security with an arbitrary payoff function and a...

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