{
  "marginal_1": {
    "name": "S1",
    "size": 18,
    "mean": 1.0,
    "variance": 0.33230452674897104
  },
  "marginal_2": {
    "name": "S2",
    "size": 18,
    "mean": 1.0,
    "variance": 2.07690329218107
  },
  "payoff": {
    "name": "put_on_spread",
    "description": "Put on spread max(K - (S2 - S1), 0)",
    "strike": 0.5
  },
  "convex_order": {
    "feasible": true,
    "mean_gap": 0.0,
    "min_call_gap": 0.0,
    "max_call_gap": 0.3750000000000001
  },
  "exact_upper": {
    "value": 0.9382040065558584,
    "marginal_1_error": 1.3877787807814457e-17,
    "marginal_2_error": 9.71445146547012e-17,
    "martingale_error": 1.3877787807814457e-16
  },
  "exact_lower": {
    "value": 0.7133185937005379,
    "marginal_1_error": 2.7755575615628914e-17,
    "marginal_2_error": 4.163336342344337e-17,
    "martingale_error": 2.1163626406917047e-16
  },
  "benchmarks": null,
  "regularized": {
    "0.15": {
      "expected_payoff": 0.8867926128181444,
      "regularized_primal": 1.0024145267595994,
      "dual_value": 1.0024145488328948,
      "dual_gap": 2.207329541370484e-08,
      "converged": true,
      "iterations": 19,
      "marginal_1_error": 2.2670225904852792e-09,
      "marginal_2_error": 9.020562075079397e-17,
      "martingale_error": 4.978970330644927e-09
    },
    "0.4": {
      "expected_payoff": 0.8604374471868725,
      "regularized_primal": 1.2150793603283776,
      "dual_value": 1.2150793302891087,
      "dual_gap": -3.003926885014607e-08,
      "converged": true,
      "iterations": 11,
      "marginal_1_error": 2.1491709384369173e-09,
      "marginal_2_error": 3.469446951953614e-17,
      "martingale_error": 6.6132424120235456e-09
    }
  }
}