Khajepour V, Askarzadeh Dareh G, Khajeh Mahmoudabadi H, Abtahi SY. Empirical and Comparative Analysis of the Efficiency of Nonlinear Option Pricing Models (Quantum-Based and Heston) and Conventional Linear Models (Black–Scholes and Binomial Tree) in the Tehran Stock Exchange. BMF OPEN. Published online May 1, 2026:1-16. Accessed December 7, 2025. https://www.bmfopen.com/index.php/bmfopen/article/view/342