Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(1992): Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation.Econometrica 60(1), 77–105
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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.