Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(2002): On the construction of finite dimensional realizations for non- linear forward rate models.Finance and Stochastics6(3), 303–331
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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.