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Circulant preconditioners for pricing options:

Pang, Hong-Kui ; Zhang, Ying-Ying ; Vong, Seak-Weng.
Linear Algebra and its Applications.  434 (2011)  11 - p. 2325-2342 , 2011
Link: https://doi.org/10.1016/j.laa.2010.03.034