Table 2: Numerical results for Example 1.

Option prices with lattice Option prices and intervals with LSM

10.0149872548207240.029606167588959
2 0.030190542190626
54 0.030393224336490
7 0.030981333835160
10 0.031863879158063

10.0684878103351430.081499912354419
2 0.081254039347033
74 0.083605936631716
7 0.081680163494625
100.080301350887482

10.1789488960572980.193857807991106
2 0.192329465764766
104 0.195314383716280
7 0.199868029599249
10 0.193058780881166