Experiment Report: Absolute spread |S2 - S1|

Setup

• marginal 1: S1 with support size 20
• marginal 2: S2 with support size 20
• payoff: abs_spread
• strike: 0.000000

Marginal Moments

Marginal	Mean	Variance
S1	2.000000	0.332500
S2	2.000000	1.330000

Exact Bounds

Objective	Value	Marginal-1 error	Marginal-2 error	Martingale error
lower	0.608724	2.01e-16	3.82e-16	9.51e-16
upper	0.997500	4.16e-17	4.16e-17	1.25e-16

Convex-Order Diagnostic

• feasible: True
• mean gap: 0.00e+00
• minimum call gap: 0.00e+00
• maximum call gap: 2.50e-01

Unrestricted Benchmarks

Benchmark	Value
comonotone minimum	0.500000
independent	1.083333
countermonotone maximum	1.500000

Regularized Runs

eps	Expected payoff	Regularized primal	Dual gap	Iterations	Converged
0.1	0.953833	0.997883	-4.21e-08	62	True
0.3	0.900543	1.128000	-3.83e-08	25	True

Artifact Files

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