Answer
If he had been less miserly, he could have thrown a coin horizontally. He would move in the opposite direction, with an equal and opposite momentum. This conserves the momentum of the person-coin system, which was initially zero.
Work Step by Step
He would be moving much more slowly than the thrown coin, but since the lake is frictionless, he’d eventually reach shore. Or, he could be less cheap and throw more coins to speed things up.