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Consider the scalar model in Section 15.2 and a fixed claim Take as given a pricing function G(t,x), for this claim, satisfying the boundary condition G(T,x) = and assume that the corresponding volatility function σG(t,x) is nonzero. We now expect the market [B,G] to be complete. Show that this is indeed the case, i.e. show that every simple claim of the form ϕ (X(T)) can be replicated by a portfolio based on B and G.