Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(1995): Volatility structures of forward rates and the dynamics of the term structure.Mathematical Finance 5(1), 55–72
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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.