according to wikipedia:
The modern world is in consensus that Europe ends at the Aegean Sea, the Black Sea, the Caspian Sea and the Ural Mountains, but the boundaries between these latter three features are uncertain; that leading from the Urals to the Black Sea, for example, has been drawn by different authorities as at the Don, the Kuma-Manych Depression, the Caucasus, the Russian frontier or the Rioni River.
and encyclopedia britannica:
It is bordered on the north by the Arctic Ocean, on the west by the Atlantic Ocean, and on the south (west to east) by the Mediterranean Sea, the Black Sea, the Kuma-Manych Depression, and the Caspian Sea. The continent’s eastern boundary (north to south) runs along the eastern Ural Mountains and then roughly southwest along the Emba (Zhem) River, terminating at the northern Caspian coast.