Experiment Report: Call on spread max(S2 - S1 - K, 0)

Setup

• marginal 1: S1 with support size 16
• marginal 2: S2 with support size 16
• payoff: call_on_spread
• strike: 0.250000

Marginal Moments

Marginal	Mean	Variance
S1	2.000000	0.332031
S2	2.000000	1.328125

Exact Bounds

Objective	Value	Marginal-1 error	Marginal-2 error	Martingale error
lower	0.189376	1.94e-16	2.50e-16	1.11e-16
upper	0.384103	1.39e-17	2.08e-17	1.25e-16

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
0.1	0.346851	0.413906	-1.82e-08	33	True
0.3	0.321785	0.570143	-2.43e-08	17	True

Artifact Files

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