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

Setup

• marginal 1: S1 with support size 18
• marginal 2: S2 with support size 18
• payoff: call_on_spread
• strike: 0.500000

Marginal Moments

Marginal	Mean	Variance
S1	-0.000000	0.332305
S2	-0.000000	1.329218

Exact Bounds

Objective	Value	Marginal-1 error	Marginal-2 error	Martingale error
lower	0.086947	6.94e-18	2.78e-17	8.24e-18
upper	0.294702	1.39e-17	7.63e-17	2.78e-17

Convex-Order Diagnostic

• feasible: True
• mean gap: -3.47e-17
• 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	0.246243	0.357941	-1.64e-08	22	True
0.4	0.225061	0.560261	-1.17e-08	15	True

Artifact Files

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