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On incompleteness of bond markets with infinite number of random factors

The completeness of a bond market model with infinite number of sources of randomness on a finite time interval in the Heath-Jarrow-Morton framework is studied. It is proved that the market is not complete. A construction of a bounded contingent claim, which can not be replicated, is provided.

preprint2016arXivOpen access
Michał BarskiJacek JakubowskiJerzy Zabczyk
q-fin.CPmath.PR
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Open access3 authors2 topics
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Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Michał BarskiJacek JakubowskiJerzy Zabczyk

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