Title of a painting in text

I would like to know how a title gramatically correct appears in a body of text, of course a formal one:
one of his paintings called Woman with a Turquoise Medal
one of his paintings called Woman with a turquoise medal
one of his paintings called “Woman with a turquoise medal”
one of his paintings called, Woman with a turquoise medal
one of his paintings called, “Woman with a turquoise medal”
one of his paintings called Woman with a turquoise medal

whether you use comma to separate or not, quotation marks, lower case or upper case letters with content words or maybe putting the title in italics?

As far as I am concerned I learned MLA style throughout my studies however I am not sure how titles should be quoted. I can only vaguely remember but I think it was italics we needed to use. Am I right? Please someone confirm.