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 .
After revision: We propose a model for hedging in a market with jumps for a large investor. The dynamics of the stock prices and the value process is governed by 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 .