The article explores how prices are determined in a market with incomplete information. By studying how financial firms trade securities while dealing with various uncertainties, the researchers found a way to estimate the equilibrium price that clears the market when there are many agents. They also proved that a unique equilibrium exists among a finite number of agents, and this equilibrium closely matches the large population limit. The study shows that the market clearing price for different agents converges strongly to the price in a simplified model under certain conditions.