  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 can
be valued in terms of simple vanilla options in non-specified market models. We
consider different approaches related to static hedging and derive several
pricing 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 one
dimensional and multidimensional case.
