docs: public static RandomVariableInterface blackScholesOptionDelta(
  			RandomVariableInterface initialStockValue,
  			RandomVariableInterface riskFreeRate,
  			RandomVariableInterface volatility,
  			double optionMaturity,
  			RandomVariableInterface optionStrike)
  	{
  		if(optionMaturity < 0) {
  			return initialStockValue.mult(0.0);
  		}
  		else
  		{
  			// Calculate delta
  			RandomVariableInterface dPlus	= initialStockValue.div(optionStrike).log().add(volatility.squared().mult(0.5).add(riskFreeRate).mult(optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity));
  
  			UnivariateFunction cummulativeNormal = new UnivariateFunction() {
  				public double value(double x) { return NormalDistribution.cumulativeDistribution(x); }
  			};
  			RandomVariableInterface delta = dPlus.apply(cummulativeNormal);
  
  			return delta;
  		}
  	}