# Show that the equation solves the Black-Scholes PDE

I have the solution as given

Based on this, I have to show that this solves the Black-Scholes formula

It means that I should take the partial derivatives of the solution above and then receive the differential equation of Black-Scholes.

Anyone can give me an intuition how should I do that? Should I use Ito's lemma to compute the derivatives?

• Maybe just ask Mr. Kallsen or your tutor. – user16299 May 20 '15 at 17:22