# In BS model, is there a way to show that the risk-neutral Q is unique without using MRT nor the fact that the market is complete?

In Black-Scholes model, is there a way to show that the risk-neutral probability measure is unique without using the martingale representation theorem nor the fact that the market (in BS model) is complete?

• Perhaps an interesting argument can be made by trying a proof by contradiction... – oliversm May 27 at 14:28