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In view of financial applications, the author is interested in continuous initial data with exponential growth at infinity. Existence and uniqueness of solution is obtained through Perron's method, via a comparison principle; besides, a first-order regularity result is given. The extension of the standard theory of viscosity solutions allows to price derivatives in jump-diffusion markets with correlated assets, even in the presence of a large investor, by means of the PDEs approach. 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