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Can you fully hedge an option in the presence of counterparty risk?

The derivation of the Black-Scholes model assumes no counterparty risk. Does the presence of counterparty risk invalidate the argument behind the model? EDIT: The question is about options in ...

asked Jan 6 '12 at 18:25

quant_dev
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Can you fully hedge an option in the presence of counterparty risk?

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