For a lot of utility-type methods, the apache commons libraries have solid implementations that you can either leverage or get additional insight from. In this case, there is a method for finding the smallest of three doubles available in org.apache.commons.lang.math.NumberUtils. Their implementation is actually nearly identical to your initial thought:
public static double min(double a, double b, double c) {
return Math.min(Math.min(a, b), c);
}