Semi-Static Hedging Based on a Generalized Reflection Principle on a   Multi Dimensional Brownian Motion
  On a multi-assets Black-Scholes economy, we introduce a class of barrier options. In this model we apply a generalized reflection principle in a context of the finite reflection group acting on a Euclidean space to give a valuation formula and the semi-static hedge. 
Yuri Imamura and Katsuya Takagi
q-fin.PR math.PR