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Given

Pay in currency : cur

european options on the underlying 1 (and itself) are quoted in currency 1 with fixing date 1

european options on the underlying 2 (and itself) are quoted in currency 2.with fixing date 2

how can i price

\begin{equation*} \mathbb{E}^{Q} \left[ e^{-\int_{0}^{T}r_{s}^{cur}ds} f \left( S_{{T_f}_1}^{1,cur_1}, S_{{T_f}_2}^{2,cur_2} \right) | \mathcal{F}_{0} \right] = ? \end{equation*}

using static replication and all the information available on market : spot , forward , calls prices \forall (T,K). For each Fixing, we have the underlying kind, the fixing date and the underlying currency

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