![](https://dblp.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
default search action
Gianna Figà-Talamanca
Person information
Refine list
![note](https://dblp.uni-trier.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2021
- [j5]Alessandra Cretarola
, Gianna Figà-Talamanca
:
Detecting bubbles in Bitcoin price dynamics via market exuberance. Ann. Oper. Res. 299(1): 459-479 (2021) - 2020
- [j4]Andrea Capotorti
, Gianna Figà-Talamanca:
SMART-or and SMART-and fuzzy average operators: A generalized proposal. Fuzzy Sets Syst. 395: 1-20 (2020)
2010 – 2019
- 2019
- [c6]Stefano Bistarelli, Gianna Figà-Talamanca, Francesco Lucarini, Ivan Mercanti
:
Studying forward looking bubbles in Bitcoin/USD exchange rates. IDEAS 2019: 15:1-15:9 - 2018
- [c5]Stefano Bistarelli
, Alessandra Cretarola
, Gianna Figà-Talamanca, Ivan Mercanti
, Marco Patacca
:
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). GECON 2018: 243-251 - [c4]Andrea Capotorti
, Gianna Figà-Talamanca
:
Two SMART Fuzzy Aggregation Operators. WILF 2018: 151-163 - 2016
- [c3]Andrea Capotorti, Gianna Figà-Talamanca:
A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model. SMPS 2016: 95-102 - 2014
- [c2]Andrea Capotorti
, Gianna Figà-Talamanca:
Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers. IPMU (1) 2014: 466-475 - 2013
- [j3]Andrea Capotorti
, Gianna Figà-Talamanca:
On an implicit assessment of fuzzy volatility in the Black and Scholes environment. Fuzzy Sets Syst. 223: 59-71 (2013)
2000 – 2009
- 2009
- [j2]Gianna Figà-Talamanca:
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model. Comput. Stat. Data Anal. 53(6): 2201-2218 (2009) - [c1]Gianna Figà-Talamanca, Maria Letizia Guerra:
Fuzzy Option Value with Stochastic Volatility Models. ISDA 2009: 306-311 - 2005
- [j1]Fabio Bellini
, Gianna Figà-Talamanca:
Runs tests for assessing volatility forecastability in financial time series. Eur. J. Oper. Res. 163(1): 102-114 (2005)
Coauthor Index
![](https://dblp.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 23:01 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint