Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(1999): Minimal realizations of interest rate models.Finance and Stochastics 3(4), 413–432
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Existence of affine realizations for L\'evy term structure models
Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.