Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(2010): Local well-posedness of Musiela’s SPDE with Lévy noise.Mathematical Finance 20(3), 341–363
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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.