When estimating derivatives of regression functions from noisy data, a number of additional problems arise compared with the estimation of the regression function itself. Linear methods, such as ...

Sam Efromovich, Simultaneous Sharp Estimation of Functions and Their Derivatives, The Annals of Statistics, Vol. 26, No. 1 (Feb., 1998), pp. 273-278 ...

Underlying assets represent the assets from which derivatives derive their value. Knowing the value of an underlying asset helps traders determine the appropriate action (buy, sell, or hold) with ...