[1]
V. . Khajepour, G. Askarzadeh Dareh, H. . Khajeh Mahmoudabadi, and S. Y. . Abtahi, “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, vol. 3, no. 3, pp. 1–16, May 2026, doi: 10.61838/bmfopen.342.