In this paper, we consider some conditions that transform the classical Black-Scholes Model for stock options
valuation from its partial differential equation (PDE) form to an equivalent ordinary differential equation (ODE) form. In
addition, we propose a relatively new semi-analytical method for the solution of the transformed Black-Scholes model.
The obtained solutions via this method can be used to find the theoretical values of the stock options in relation to their
fair prices. In considering the reliability and efficiency of the models, we test some cases and the results are in good
agreement with the exact solution
