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

Setup

• marginal 1: S1 with support size 16
• marginal 2: S2 with support size 16
• payoff: put_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	0.439376	1.67e-16	1.87e-16	6.38e-16
upper	0.634103	1.39e-17	8.33e-17	5.55e-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
0.1	0.596851	0.663906	-2.94e-08	31	True
0.3	0.571785	0.820143	-1.87e-08	17	True

Artifact Files

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