The geometric average trigger reset option resets the strike price based on the geometric average of the underlying asset's prices over a monitoring window. This paper derives an analytic formula and two numerical methods f o r pricing this option with multiple resets. The analytic formula in fact i s a corollary of a general formula that holds f o r a large class of pathdependent options: It prices any option whose payoff function can be written as e b ' X 1 i x E A i . For general American-style reset options, a n O(n h )-tame algorithm on n-period binomial lattice i s presented. A much more eficient 0(n3 hm) -time algorithm prices European-style reset options. Monte Carlo simulation suggests that the European-style geometric average trigger reset option and the arithmetic version have similar option values. This implies that results in this paper give tight prices f o r the dificult arithmetic version.