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 [Internet]. 2026 May 1 [cited 2025 Dec. 7];:1-16. Available from: https://www.bmfopen.com/index.php/bmfopen/article/view/342