{
  "marginal_1": {
    "name": "S1",
    "size": 20,
    "mean": 2.0,
    "variance": 0.33250000000000135
  },
  "marginal_2": {
    "name": "S2",
    "size": 20,
    "mean": 2.0,
    "variance": 1.330000000000001
  },
  "payoff": {
    "name": "abs_spread",
    "description": "Absolute spread |S2 - S1|",
    "strike": 0.0
  },
  "convex_order": {
    "feasible": true,
    "mean_gap": 0.0,
    "min_call_gap": 0.0,
    "max_call_gap": 0.2500000000000001
  },
  "exact_upper": {
    "value": 0.9975000000000005,
    "marginal_1_error": 4.163336342344337e-17,
    "marginal_2_error": 4.163336342344337e-17,
    "martingale_error": 1.249000902703301e-16
  },
  "exact_lower": {
    "value": 0.6087236358412826,
    "marginal_1_error": 2.0122792321330962e-16,
    "marginal_2_error": 3.8163916471489756e-16,
    "martingale_error": 9.506284648352903e-16
  },
  "benchmarks": {
    "unrestricted_min_comonotone": 0.5000000000125001,
    "independent": 1.0833333332202786,
    "unrestricted_max_countermonotone": 1.5000000000375004
  },
  "regularized": {
    "0.1": {
      "expected_payoff": 0.9538329430071653,
      "regularized_primal": 0.997883297688065,
      "dual_value": 0.9978832556341384,
      "dual_gap": -4.205392667433472e-08,
      "converged": true,
      "iterations": 62,
      "marginal_1_error": 1.6149854786817741e-09,
      "marginal_2_error": 7.632783294297951e-17,
      "martingale_error": 9.086085411835754e-09
    },
    "0.3": {
      "expected_payoff": 0.900543371207495,
      "regularized_primal": 1.1280001902936334,
      "dual_value": 1.1280001520387737,
      "dual_gap": -3.825485972441811e-08,
      "converged": true,
      "iterations": 25,
      "marginal_1_error": 1.182016415302023e-09,
      "marginal_2_error": 4.163336342344337e-17,
      "martingale_error": 7.1290962855297124e-09
    }
  }
}