Please make the given paragraph more consistent.
The existence of a delta neutral portfolio was shown as part of the original proof of the Black -- Scholes model, the first comprehensive model to produce correct prices for some classes of options. See Black -- Scholes: Derivation.
The existence of a delta neutral portfolio was shown as part of the original proof of the Black -- Scholes model, the first comprehensive model to produce correct prices for some classes of options. See Black-Scholes: Derivation.