  The existence of a (partial) market equilibrium price is proved in a
complete, continuous time finite-agent market setting. The economic agents act
as price takers in a fully competitive setting and maximize exponential utility
from terminal wealth. As the number $N$ of economic agents goes to infinity,
the BSDE system of $N$ equations characterizing the equilibrium asset price
dynamics decouples. Due to the system's symmetry, the influence of the mean
field of the agents, conditionally on the common noise, becomes deterministic.
