Experiment Report: Spread straddle |(S2 - S1) - K|

Setup

• marginal 1: S1 with support size 18
• marginal 2: S2 with support size 18
• payoff: straddle_on_spread
• strike: 0.250000

Marginal Moments

Marginal	Mean	Variance
S1	2.000000	0.332305
S2	2.000000	1.329218

Exact Bounds

Objective	Value	Marginal-1 error	Marginal-2 error	Martingale error
lower	0.621678	3.89e-16	5.83e-16	2.78e-17
upper	1.019361	1.39e-17	1.39e-16	6.25e-17

Convex-Order Diagnostic

• feasible: True
• mean gap: 0.00e+00
• minimum call gap: 0.00e+00
• maximum call gap: 2.50e-01

Regularized Runs

eps	Expected payoff	Regularized primal	Dual gap	Iterations	Converged
0.15	0.958709	1.046513	-4.98e-08	39	True
0.4	0.909925	1.227611	-4.25e-08	20	True

Artifact Files

• exact_uniform_summary.png
• regularization_path.png
• stability_diagnostics.png
• structural_diagnostics.png
• summary.json