Before revision:  Explicit computation for l(x)=x and l(x)=x^p, with p>1 for digital, quantos, outperformance and spread options are presented. The method is based on the quantile hedging approach presented in \mbox{%DIFAUXCMD FL10pt%DIFAUXCMD , \mbox{%DIFAUXCMD FL2 }0pt%DIFAUXCMD and developed for the multidimensional options in \mbox{%DIFAUXCMD Barski}0pt%DIFAUXCMD }  .
After revision:  Explicit computation for l(x)=x and l(x)=x^p, with p>1 for digital, quantos, outperformance and spread options are 0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FL2 }0pt%DIFAUXCMD and developed for the multidimensional options in \mbox{%DIFAUXCMD Barski}0pt%DIFAUXCMD } .