I'm trying to find a way to price a triple product forward with payoff XYZ at time T using risk-neutral pricing. But I don't really have a math background and I have trouble finding a way to account for correlation with 3 assets.
I know that for 2 assets with SDEs:
dX= a1dt + b1dz1
dY = a2dt + b2dz2
But how could we translate this expression when we have 3 assets instead of 2?
I looked for it online but examples were always given with 2 assets.
Thanks a lot :)