Hi,Suppose I am long a quanto forward (assuming constant correlation), how should I hedge this forward position? The part that I am puzzled is how to hedge the fx risk. Could someone please give me some help on this?Thanks

<t>I want to find as to how hedging is done for quanto and composite options.I have the Wilmott's derivatives textbook and have read through the pricing derivation for Quanto option. The resultant diff equation for Quanto is very similar to the BS equation. So the pricing formula is exactly the same...