analytical treatment of the black-scholes equation for european option pricing by saul’yev finite difference scheme

The analytical solution of the black-scholes equation can lead to the attainment of the price of an option in an idealized fiscal market. however, this is not practically beneficial enough. this happens due to the constricting assumptions based on which the black-scholes model is derived. in the real financial market, one can question the constant nature of the coefficients of the black-scholes equation. in this paper, the solution of the black-scholes equation with constant parameters is reviewed.