{
  "marginal_1": {
    "name": "S1",
    "size": 16,
    "mean": 2.0,
    "variance": 0.33203125
  },
  "marginal_2": {
    "name": "S2",
    "size": 16,
    "mean": 2.0,
    "variance": 1.328125
  },
  "payoff": {
    "name": "call_on_spread",
    "description": "Call on spread max(S2 - S1 - K, 0)",
    "strike": 0.25
  },
  "convex_order": {
    "feasible": true,
    "mean_gap": 0.0,
    "min_call_gap": 0.0,
    "max_call_gap": 0.25
  },
  "exact_upper": {
    "value": 0.3841029575892857,
    "marginal_1_error": 1.3877787807814457e-17,
    "marginal_2_error": 2.0816681711721685e-17,
    "martingale_error": 1.249000902703301e-16
  },
  "exact_lower": {
    "value": 0.1893757040485557,
    "marginal_1_error": 1.942890293094024e-16,
    "marginal_2_error": 2.498001805406602e-16,
    "martingale_error": 1.1102230246251565e-16
  },
  "benchmarks": null,
  "regularized": {
    "0.1": {
      "expected_payoff": 0.34685113914066157,
      "regularized_primal": 0.4139062691778898,
      "dual_value": 0.4139062509995818,
      "dual_gap": -1.8178308025529333e-08,
      "converged": true,
      "iterations": 33,
      "marginal_1_error": 2.5205967868480172e-09,
      "marginal_2_error": 1.249000902703301e-16,
      "martingale_error": 7.778532762348078e-09
    },
    "0.3": {
      "expected_payoff": 0.3217847140824208,
      "regularized_primal": 0.5701428114260518,
      "dual_value": 0.5701427871474267,
      "dual_gap": -2.4278625110341068e-08,
      "converged": true,
      "iterations": 17,
      "marginal_1_error": 2.1957139648143276e-09,
      "marginal_2_error": 4.163336342344337e-17,
      "martingale_error": 8.362369741110598e-09
    }
  }
}