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In this article, we consider European options of type $h(X^1_T, X^2_T,\ldots,X^n_T)$ depending on several underlying assets. We study how such options canbe valued in terms of simple vanilla options in non-specified market models. Weconsider different approaches related to static hedging and derive severalpricing formulas for a wide class of payoff functions $h:\R_+^n\rightarrow \R$.We also give new relations between prices of different options both in onedimensional and multidimensional case.

Multidimensional Breeden-Litzenberger representation for state price densities and static hedging