Experiment Report: Absolute spread |S2 - S1|

Setup

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

Marginal Moments

Marginal	Mean	Variance
S1	1.000000	0.332305
S2	1.000000	2.076903

Exact Bounds

Objective	Value	Marginal-1 error	Marginal-2 error	Martingale error
lower	0.875361	2.78e-17	6.94e-17	1.99e-17
upper	1.310082	2.78e-17	2.78e-17	9.71e-17

Convex-Order Diagnostic

• feasible: True
• mean gap: 0.00e+00
• minimum call gap: 0.00e+00
• maximum call gap: 3.75e-01

Unrestricted Benchmarks

Benchmark	Value
comonotone minimum	0.750000
independent	1.316667
countermonotone maximum	1.750000

Regularized Runs

eps	Expected payoff	Regularized primal	Dual gap	Iterations	Converged
0.15	1.248650	1.335649	-2.95e-08	38	True
0.4	1.189883	1.521231	-2.43e-08	18	True

Artifact Files

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