There are two contributions in this article. The first is to offer a general version of martingale pricing method to value the class of options whose payoffs depend on historical prices of multiple assets. The second is to derive a Black-Scholes-type closed form formula of options on the maximum or minimum of multiple assets’ discrete lookback prices. In addition, the formula is able to degenerate to the one for options on the maximum or minimum of multiple assets in Johnson (1987) and the one for discrete lookback option for one asset in Heynen and Kat (1995).