  Here, we examine a fully-discrete Semi-Lagrangian scheme for a mean-field
game price formation model. We show that the discretization is monotone as a
multivalued operator and prove the uniqueness of the discretized solution.
Moreover, we show that the limit of the discretization converges to the weak
solution of the continuous price formation mean-field game using monotonicity
methods. This scheme performs substantially better than standard methods by
giving reliable results within a few iterations, as several numerical
simulations and comparisons at the end of the paper illustrate.
