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Experiment Report: Quadratic spread (S2 - S1)^2

Setup

  • marginal 1: S1 with support size 18
  • marginal 2: S2 with support size 18
  • payoff: squared_distance
  • strike: 0.000000

Marginal Moments

Marginal Mean Variance
S1 2.000000 0.332305
S2 2.000000 1.329218

Exact Bounds

Objective Value Marginal-1 error Marginal-2 error Martingale error
lower 0.996914 4.16e-17 1.53e-16 4.86e-16
upper 0.996914 4.16e-17 1.53e-16 4.86e-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
0.15 0.996914 1.125961 -2.83e-08 12 True
0.4 0.996914 1.341041 -3.11e-08 12 True

Artifact Files

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