Before revision: We show how the results on forward-backward SDEs driven by L\'evy processes obtained in our previous paper can be applied to portfolio selection in a L\'evy-type market . Our approach allows to characterize a class L\'evy driven FBSDEs which allows to select an optimal portfolio .
After revision: We show how the results on forward-backward SDEs driven by Teugels martingales. Unlike known FBSDE market models, ours accounts for jumps in stock prices. Moreover, it allows to find an optimal hedging strategy .