Consider a market composed by two stocks whose prices $X$ and $Y$ are given by B&S diffusion:

$$dX\_t= \mu X\_t dt+ \sigma X\_tdW\_t$$

$$dY\_t= \mu Y\_t dt+ \sigma Y\_tdB\_t$$ 

Supposing the market is complete, how to evaluate the fair price of an option whose payoff is $$ \phi(X\_T,Y\_T)=(X\_T-Y\_T)\_+$$

My idea was to apply a change of numeraire technique and so obtain price as a function of the B&S formula. However, I was not able to find it. 

Any advice would be appreciated.