Pricing and hedging in incomplete markets with coherent risk
  We 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. 
Alexander S. Cherny, Dilip B. Madan