Experiment Report: Put on spread max(K - (S2 - S1), 0)

Setup

• marginal 1: S1 with support size 18
• marginal 2: S2 with support size 18
• payoff: put_on_spread
• strike: 0.500000

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	0.713319	2.78e-17	4.16e-17	2.12e-16
upper	0.938204	1.39e-17	9.71e-17	1.39e-16

Convex-Order Diagnostic

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

Regularized Runs

eps	Expected payoff	Regularized primal	Dual gap	Iterations	Converged
0.15	0.886793	1.002415	+2.21e-08	19	True
0.4	0.860437	1.215079	-3.00e-08	11	True

Artifact Files

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