On the Existence of Martingale Measures Satisfying the Weakened Condition of Noncoincidence of Barycenters in the Case of Countable Probability Space

For static $(B,S)$-markets with countable many outcomes, a special interpolating property of martingale measures that gives the possibility to transform incomplete arbitrage-free markets to complete ones is studied. Sufficient conditions on the market parameters providing the existence of such martingale measures are obtained.