To price a simple spread option, one can use Kirk's approximation combined with Margrabe's formula as a close form formula if you have two different prices in the payoff of your option.

But what if you have more than 2 prices ? Is there any close form formula ? Else how would you price it ?

$$\mathop{\mathbb{E}} \left[\left(\alpha K+\beta F_1(t_1) +\gamma F_1(t_2)+\zeta F_2(t_1) +\lambda F_2(t_2)\right)^+\right]$$

Where $K$ is the strike, $F_1$ and $F_2$ the price of two different assets.