Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(2006): On Markovian short rates in term structure models driven by jump-diffusion processes.Statistics and Decisions24(2), 255–271
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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.