Table 4: Numerical results for Example 4.

Option prices with lattice Option prices and interval with LSM

3 10.0059742970.005065587636226
2 0.004223692
3 0.004502351
4 0.005530355
5 0.005040507

4 10.0144277880.015018277749022
2 0.014590056
3 0.013984718
4 0.017223364
50.015988485

5 10.0221291340.034841312405081
2 0.030507636
3 0.030853276
4 0.035594538
5 0.034694665