| D03NCF | Finite difference solution of the Black–Scholes equations |
| D03NDF | Analytic solution of the Black–Scholes equations |
| D03NEF | Compute average values for D03NDF |
| D03PCF/D03PCA | General system of parabolic PDEs, method of lines, finite differences, one space variable |
| D03PDF/D03PDA | General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable |
| D03PEF | General system of first-order PDEs, method of lines, Keller box discretisation, one space variable |
| D03PHF/D03PHA | General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| D03PJF/D03PJA | General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable |
| D03PKF | General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
| D03PPF/D03PPA | General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| D03PRF | General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable |
| D03PYF | PDEs, spatial interpolation with D03PDF or D03PJF |
| D03PZF | PDEs, spatial interpolation with D03PCF, D03PEF, D03PFF, D03PHF, D03PKF, D03PLF, D03PPF, D03PRF or D03PSF |