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, 14 February, 2022 Published in: CARF working paper ; 533 Issue: This version: 14 February, 2022 Extent: 1 Online-Ressource (circa 41 Seiten) Language: English Keywords: mean field game ; major agent ; mean-field type control ; controlled-FBSDEs ; equilibrium price formation ; market clearing ; Graue Literatur Origination: Footnote: Access State: Open Access