  We consider continuous-time mean-field stochastic games with strategic
complementarities. The interaction between the representative productive firm
and the population of rivals comes through the price at which the produced good
is sold and the intensity of interaction is measured by a so-called "strenght
parameter" $\xi$. Via lattice-theoretic arguments we first prove existence of
equilibria and provide comparative statics results when varying $\xi$. A
careful numerical study based on iterative schemes converging to suitable
maximal and minimal equilibria allows then to study in relevant financial
examples how the emergence of multiple equilibria is related to the strenght of
the strategic interaction.
