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摘要翻译：
在Heath-Jarrow-Morton框架下，研究了有限时间区间上具有无穷多个随机性源的债券市场模型的完备性。证明了市场是不完全的。给出了一个不可复制的有界未定权益的构造。
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英文标题：
《On incompleteness of bond markets with infinite number of random factors》
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作者：
Micha{\l} Barski, Jacek Jakubowski, Jerzy Zabczyk
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最新提交年份：
2016
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
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.
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PDF链接：
https://arxiv.org/pdf/0809.2270
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