{
  "marginal_1": {
    "name": "S1",
    "size": 18,
    "mean": 2.0,
    "variance": 0.33230452674897126
  },
  "marginal_2": {
    "name": "S2",
    "size": 18,
    "mean": 2.0,
    "variance": 1.3292181069958842
  },
  "payoff": {
    "name": "squared_distance",
    "description": "Quadratic spread (S2 - S1)^2",
    "strike": 0.0
  },
  "convex_order": {
    "feasible": true,
    "mean_gap": 0.0,
    "min_call_gap": 0.0,
    "max_call_gap": 0.24999999999999994
  },
  "exact_upper": {
    "value": 0.9969135802469129,
    "marginal_1_error": 4.163336342344337e-17,
    "marginal_2_error": 1.5265566588595902e-16,
    "martingale_error": 4.85722573273506e-16
  },
  "exact_lower": {
    "value": 0.9969135802469129,
    "marginal_1_error": 4.163336342344337e-17,
    "marginal_2_error": 1.5265566588595902e-16,
    "martingale_error": 4.85722573273506e-16
  },
  "benchmarks": null,
  "regularized": {
    "0.15": {
      "expected_payoff": 0.9969136066968216,
      "regularized_primal": 1.125961221397275,
      "dual_value": 1.125961193072833,
      "dual_gap": -2.8324441903038178e-08,
      "converged": true,
      "iterations": 12,
      "marginal_1_error": 6.626001622378475e-10,
      "marginal_2_error": 1.249000902703301e-16,
      "martingale_error": 3.6678761694552975e-09
    },
    "0.4": {
      "expected_payoff": 0.996913606429322,
      "regularized_primal": 1.3410405789133093,
      "dual_value": 1.3410405477827005,
      "dual_gap": -3.1130608757479195e-08,
      "converged": true,
      "iterations": 12,
      "marginal_1_error": 6.559015622298325e-10,
      "marginal_2_error": 6.938893903907228e-17,
      "martingale_error": 3.6307942763436074e-09
    }
  }
}