Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(1997): Bond market structure in the presence of marked point processes.Mathematical Finance 7(2), 211–239
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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.