Runs tests for assessing volatility forecastability in financial time series. - Fabio Bellini; Gianna Figà-Talamanca (Eur. J. Oper. Res., 2005)

Fuzzy Option Value with Stochastic Volatility Models. - Gianna Figà-Talamanca; Maria Letizia Guerra (ISDA, 2009)

Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model. - Gianna Figà-Talamanca (Comput. Stat. Data Anal., 2009)

On an implicit assessment of fuzzy volatility in the Black and Scholes environment. - Andrea Capotorti; Gianna Figà-Talamanca (Fuzzy Sets Syst., 2013)

Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers. - Andrea Capotorti; Gianna Figà-Talamanca (IPMU (1), 2014)

A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model. - Andrea Capotorti; Gianna Figà-Talamanca (SMPS, 2016)

Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). - Stefano Bistarelli; Alessandra Cretarola; Gianna Figà-Talamanca; Ivan Mercanti; Marco Patacca (GECON, 2018)

Two SMART Fuzzy Aggregation Operators. - Andrea Capotorti; Gianna Figà-Talamanca (WILF, 2018)

Studying forward looking bubbles in Bitcoin/USD exchange rates. - Stefano Bistarelli; Gianna Figà-Talamanca; Francesco Lucarini; Ivan Mercanti (IDEAS, 2019)

SMART-or and SMART-and fuzzy average operators: A generalized proposal. - Andrea Capotorti; Gianna Figà-Talamanca (Fuzzy Sets Syst., 2020)

Detecting bubbles in Bitcoin price dynamics via market exuberance. - Alessandra Cretarola; Gianna Figà-Talamanca (Ann. Oper. Res., 2021)

An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. - Gianna Figà-Talamanca; Marco Patacca (Ann. Oper. Res., 2024)