Be aware that majoring in math is a bit different from Calculus. There are many interesting topics but the theme of a math major is proving things are so, understanding the fine details of proof arguments. This means you'll be learning about set theory, group theory and abstract topology which form the basis for the limits used in deriving calculus rules. However, whatever you learn as a math major it will be that proofs are the thing that must be mastered.
As a physics major, I too tried to bridge between my joy for physics and my interest in math and found that I just didn't have the skill or patience to do proofs that the math majors did. This made me realize that a theoretical physicist is pretty much akin to an applied mathematician but there are mathematicians who are even more abstract and revel in the subtleties of proof.
So I branched off into CompSci which allowed me to merge the two interests and do Computational Physics.
In your case, its clear EE will stress digital logic, Computer Engineering will expand that knowledge into fullblown computer systems and CompSci will complement that and give you the tools to really use the computer.
The math needed to understand these will be mostly boolean algebra although compiler design will bring in automata theory, computer graphics will bring in vector transformations and linear algebra, data mining will bring in statistics and computer simulation will bring in differential equations and calculus ideas and (I may have missed some too). So mostly the math you would need or learn is applied math.
I think your best bet is to do a single or dual major but not a triple. Imagine how you would explain it to a future job interviewer. He/she could understand the dual major idea and think I am hiring an EE with a strong CompSci or Math background vs I am not sure if this candidate knows enough EE because they spread themselves too thinly as a triple major.
A concrete example of this is the BME major, employers sometimes view them as half biologist and half mechanical engineer and then say we need a biologist or we need a mechanical engineer and so they don't get hired for being spread too thin. In the case of an ME with CompSci training, employers think well the candidate has the engineering skills and since so much of the job requires CAD then the CompSci will make him/her a stronger employee for the job.