Exact-quantity mint cash need: ceil(quantity * (1 - p)) + 1, where p is the market's minimum entry probability: a fill pays at least p per contract into market cash.
ceil(quantity * (1 - p)) + 1
p
Exact-quantity mint cash need:
ceil(quantity * (1 - p)) + 1, wherepis the market's minimum entry probability: a fill pays at leastpper contract into market cash.