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We propose a pricing technique based on coherent risk measures, which enablesone to get finer price intervals than in the No Good Deals pricing. The mainidea consists in splitting a liability into several parts and selling theseparts to different agents. The technique is closely connected with theconvolution of coherent risk measures and equilibrium considerations.  Furthermore, we propose a way to apply the above technique to the coherentestimation of the Greeks.

Pricing and Hedging in Incomplete Markets with Coherent Risk