Affine realizations for Lévy-driven term structure models require more severe volatility restrictions than in the classical diffusion case.
(1997): Towards a general theory of bond markets.Finance and Stochastics1(2), 141–174
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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.