docs: public static double margrabeExchangeOptionValue(
  			double spot1,
  			double spot2,
  			double volatility1,
  			double volatility2,
  			double correlation,
  			double optionMaturity)
  	{
  		double volatility = Math.sqrt(volatility1*volatility1 + volatility2*volatility2 - 2.0 * volatility1*volatility2*correlation);
  		return blackScholesGeneralizedOptionValue(spot1, volatility, optionMaturity, spot2, 1.0);
  	}