# Valuing Conditional “All Or Nothing” Multi Asset Options

I would like some insight as to how to value modified rainbow options on multiple assets:

For example: A multi asset option, Call GOOG with $$S_t$$ \$1600 that you may exercise if and only if you also exercise a put on TSLA with $$S_t$$ \$600 and a call on the SPY with $$S_t$$ \\$400, I have read Jan Stuller's answer to a similar question, but not exactly sure how to generalize this for the option structure above on $$n$$ securities.

As well, how would a pricing model for a option such as the one above model changes in the correlations of the underlying securities and their volatilities? How would one define the Greeks for an option like this one?