Before revision:  We study how such options can be valued in terms of simple vanilla options in different market models. We consider different approaches and derive several pricing formulas for a wide class of functions h: _+^n\rightarrow . We also give multidimensional version of the result of Breeden and Litzenberger Breeden on the relation between derivatives of the call price and the risk-neutral density of the underlying asset  .
After revision:  We  _+^n\rightarrow . We also give multidimensional version of the result of Breeden and Litzenberger Breeden on the relation between derivatives of the call price and the risk-neutral density of the underlying asset .