UAL Corp.'s United Airlines and Delta Air Lines Inc. have been discussing a combination between the nation's second- and third-largest carriers that would keep the United name and the corporate headquarters in Chicago, The Associated Press has learned.Shares of both airlines surged on the news.There is a sense of urgency in the talks, which have been going on for some time and continued as recently as a week or so ago, an official with knowledge of the talks said Wednesday.The exact financial details of the transaction being discussed are not clear. But the talks involve United being the name of the combined airlines, the headquarters staying in Chicago and Delta's Atlanta hub being an operational center for the two carriers, the official said. One possible scenario involves Delta CEO Richard Anderson being the chief of the combined airline, the official said.Update: Both carriers have denied any merger. Delta issued a statement saying, in part: Delta Air Lines (NYSE: DAL) today denied published reports that it had engaged in merger talk with United Airlines. Delta Chief Executive Officer Richard Anderson said: "There have been no talks with United regarding any type of consolidation transaction and there are no such ongoing discussions."