{
  "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": "put_on_spread",
    "description": "Put on spread max(K - (S2 - S1), 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": 0.6341029575892857,
    "marginal_1_error": 1.3877787807814457e-17,
    "marginal_2_error": 8.326672684688674e-17,
    "martingale_error": 5.551115123125783e-17
  },
  "exact_lower": {
    "value": 0.43937570404855497,
    "marginal_1_error": 1.6653345369377348e-16,
    "marginal_2_error": 1.8735013540549517e-16,
    "martingale_error": 6.38378239159465e-16
  },
  "benchmarks": null,
  "regularized": {
    "0.1": {
      "expected_payoff": 0.5968511498325995,
      "regularized_primal": 0.6639062804176978,
      "dual_value": 0.6639062509995822,
      "dual_gap": -2.9418115610191364e-08,
      "converged": true,
      "iterations": 31,
      "marginal_1_error": 3.0773996198552034e-09,
      "marginal_2_error": 8.326672684688674e-17,
      "martingale_error": 9.496798597519174e-09
    },
    "0.3": {
      "expected_payoff": 0.5717847117524006,
      "regularized_primal": 0.8201428058051391,
      "dual_value": 0.8201427871474261,
      "dual_gap": -1.8657713041214663e-08,
      "converged": true,
      "iterations": 17,
      "marginal_1_error": 1.4556975486135215e-09,
      "marginal_2_error": 4.163336342344337e-17,
      "martingale_error": 5.5440654567195935e-09
    }
  }
}