  We consider the hedging of European options when the price of the underlying
asset follows a single-factor Markovian framework. By working in such a
setting, Carr and Wu \cite{carr2014static} derived a spanning relation between
a given option and a continuum of shorter-term options written on the same
asset. In this paper, we have extended their approach to simultaneously include
options over multiple short maturities. We then show a practical implementation
of this with a finite set of shorter-term options to determine the hedging
error using a Gaussian Quadrature method. We perform a wide range of
experiments for both the \textit{Black-Scholes} and \textit{Merton Jump
Diffusion} models, illustrating the comparative performance of the two methods.
