| 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 collocation, one space variable |
| D03PEF
| General system of first-order PDEs, method of lines, Keller box discretization, 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 collocation, one space variable |
| D03PKF
| General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, 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 discretization, 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 |