= Solution
A <complete market> is one in which every <contingent claim> in the pricing class can be replicated: for each finite maturity $T$ and terminal $\mathcal F_T$-measurable payoff $H$, there are an initial value and an admissible <self-financing strategy> whose terminal value is $H$ almost surely. It is enough for the <complete market> characterization to include all claims with bounded discounted payoffs. Thus \b[every such payoff is attainable by trading the existing assets], rather than needing an additional independent security.
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