  We investigate the possibility of statistical evaluation of the market
completeness for discrete time stock market models. It is known that the market
completeness is not a robust property: small random deviations of the
coefficients convert a complete market model into a incomplete one. The paper
shows that market incompleteness is also non-robust. We show that, for any
incomplete market from a wide class of discrete time models, there exists a
complete market model with arbitrarily close stock prices. This means that
incomplete markets are indistinguishable from the complete markets in the terms
of the market statistics.
