Table 5: Numerical results for Example 5.

Option prices with lattice Option prices and intervals with LSM

3 20.0059742970.005065587636226
4 0.005974297
6 0.005974297
8 0.005974297
10 0.005974297

4 20.0144277880.015018277749022
4 0.014427788
6 0.014427788
8 0.014427788
100.014427788

5 20.021945090.034841312405081
4 0.022129134
6 0.022164226
8 0.024355984
10 0.024276964