In mathematics, he has made important contributions in the field of Sobol sequences; in Mathematical Finance, he has been influential in the development of Monte Carlo methods in finance, and has also contributed, i.a., to the LIBOR market model, and to volatility modelling.
Some low-discrepancy sequences commonly used in sensitivity analysis include the Sobol sequence and the Latin hypercube design.
sequence | Limit of a sequence | Joshua Sobol | Thue–Morse sequence | sequence (poetry) | main sequence | Frölicher spectral sequence | Specker sequence | Sobol sequence | Shine-Dalgarno sequence | Sequence of Saint Eulalia | Sequence motif | Nucleic acid sequence | dream sequence | Xeelee Sequence | The Echorium Sequence | The Dark Is Rising Sequence | Slab monolith, like the first sequence of ''2001: A Space Odyssey | Signal sequence | Sequence (poetry) | Sequence (music) | Sequence learning | Sequence assembly | Regulatory sequence | regulatory sequence | Regular sequence (algebra) | Regular sequence | Rapid sequence induction | Novel sequence | Mid-May 2008 tornado outbreak sequence |