Sell cash need: ceil(close_quantity * (1 - lambda)) + 1. A close lowers payout liability by at least lambda * close_quantity and pays at most close_quantity.
ceil(close_quantity * (1 - lambda)) + 1
lambda * close_quantity
close_quantity
Sell cash need:
ceil(close_quantity * (1 - lambda)) + 1. A close lowers payout liability by at leastlambda * close_quantityand pays at mostclose_quantity.