{
  "marginal_1": {
    "name": "S1",
    "size": 18,
    "mean": 2.0,
    "variance": 0.33230452674897126
  },
  "marginal_2": {
    "name": "S2",
    "size": 18,
    "mean": 2.0,
    "variance": 1.3292181069958842
  },
  "payoff": {
    "name": "straddle_on_spread",
    "description": "Spread straddle |(S2 - S1) - K|",
    "strike": 0.25
  },
  "convex_order": {
    "feasible": true,
    "mean_gap": 0.0,
    "min_call_gap": 0.0,
    "max_call_gap": 0.24999999999999994
  },
  "exact_upper": {
    "value": 1.019360603388381,
    "marginal_1_error": 1.3877787807814457e-17,
    "marginal_2_error": 1.3877787807814457e-16,
    "martingale_error": 6.245004513516506e-17
  },
  "exact_lower": {
    "value": 0.6216780947105024,
    "marginal_1_error": 3.885780586188048e-16,
    "marginal_2_error": 5.828670879282072e-16,
    "martingale_error": 2.7755575615628914e-17
  },
  "benchmarks": null,
  "regularized": {
    "0.15": {
      "expected_payoff": 0.9587093376928543,
      "regularized_primal": 1.0465129636973152,
      "dual_value": 1.0465129138735774,
      "dual_gap": -4.98237378021571e-08,
      "converged": true,
      "iterations": 39,
      "marginal_1_error": 2.8188065631651327e-09,
      "marginal_2_error": 6.245004513516506e-17,
      "martingale_error": 8.560010533731344e-09
    },
    "0.4": {
      "expected_payoff": 0.9099252675374602,
      "regularized_primal": 1.227610536864645,
      "dual_value": 1.2276104943633661,
      "dual_gap": -4.250127894067646e-08,
      "converged": true,
      "iterations": 20,
      "marginal_1_error": 1.8790035222204793e-09,
      "marginal_2_error": 5.551115123125783e-17,
      "martingale_error": 6.563993154573566e-09
    }
  }
}