While the lead character in his recently released graphic novel, The Millionaire's Magician, might share Steve Cohen's name, the comic isn't exactly biographical in the strict sense of the word. Some liberties have been taken.
For example: Steve Cohen did spend some of his youth in Tokyo, and is fluent in Japanese, thanks to a cultural exchange program. He did not, as far as I'm aware, flee to Japan after being shot by an evil businessman, only to learn the secrets of the sword and return to New York wreak terrible vengeance upon his foes. I think they would have mentioned that on his Wikipedia page.
So it appears The Millionaire's Magician is following in a long comic book tradition of fictionalizing the lives of celebrities. Especially those from New York. Cohen laid the ground work for the book, but most of the heavy lifting was done by artist-turned-writer, Keith Champagne (The Mighty, Ghostbusters, Adolescent Radioactive Black Belt Hamsters) and artist, Peter Krause (Irredeemable, The Power of Shazam!, Captain Marvel), with coloring by Jordie Bellaire and cover art by the always amazing, Tara Phillips.
The book also features a foreword by none other than David Copperfield.
Comic nerd opinions begin here: I've had a flick through the sample pages and it seems like a fun time. Krause's line work is sharp and expressive, and it's clear a ton of time went into detailing Cohen's hands during the performance scenes. Champagne's writing keeps things breezy and fun, which is important as it's really easy for comics like this to become insufferable vanity projects if they take themselves too seriously. Like Cohen's real-world act, the comic has a sense of throwback charm, right down to the goofy white-man-in-Japan setup that straddles the line between problematic and endearing.
The Millionaire's Magician is currently only available in a digital format for $19.99, but there will be a physical release this fall. You can see a preview here.