Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(2010): An alternative approach on the existence of affine realizations for HJM term structure models.Proceedings of The Royal Society of London
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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.