2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208923We propose a pricing technique based on coherent risk measures, which enables one to get finer price intervals than in the No Good Deals pricing. The main idea consists in splitting a liability into several parts and selling these parts to different agents. The technique is closely connected with the convolution of coherent risk measures and equilibrium considerations. Furthermore, we propose a way to apply the above technique to the coherent estimation of the Greeks.ProbabilityRisk Management91B24; 91B30; 91B50Pricing and hedging in incomplete markets with coherent risktext