I would like to compute the time-0-price for a lookback option using Black Scholes formula, the explicit formula is given by

$$S\_0[(\frac{2r+\sigma^2}{2r})\Phi((\frac{2r+\sigma^2}{2\sigma/\sqrt{T}}))-e^{-rT}((\frac{2r-\sigma^2}{2\sigma/\sqrt{T}}))-\frac{\sigma^2}{2r}]$$

I know how to get to this price in theory, I looked into the book "Methods in Financial Modelling" by Musiela which is cited by wikipedia for a derivation but I am not very happy in the way he is doing all the calculations, do you have any reference for a nice clear derivation of this formula? It would be very helpful.