Difficulty: Hard
Category: Game Theory & Logic
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: game-theory, shapley-value, cooperative-games, quantitative-finance
Three traders, A, B, and C, are considering forming a trading desk. Their individual and combined trading profits (in thousands of dollars) depend on the coalition they form. The profits are as follows: Trader A alone earns 0. Trader B alone earns 0. Trader C alone earns 0. Traders A and B together earn 6. Traders A and C together earn 8. Traders B and C together earn 4. Traders A, B, and C together earn 12. What is the Shapley value for Trader A?
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