Media type: E-Book Title: Equilibrium price formation with a major player and its mean field limit Contributor: Fujii, Masaaki [VerfasserIn]; Takahashi, Akihiko [VerfasserIn] imprint: [Tokyo]: Center for Advanced Research in Finance, [2021] Published in: CARF working paper ; 509 Issue: This version: 12 March, 2021 Extent: 1 Online-Ressource (circa 38 Seiten) Language: English Keywords: equilibrium price formation ; market clearing ; mean field game ; major agent ; controlled-FBSDEs ; Graue Literatur Origination: Footnote: Access State: Open Access