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In affine term structure models the short rate is modelled as an affinetransformation of a multi-dimensional square root process. Sufficientconditions to avoid negative volatility factors are the multivariate Fellerconditions. We will prove their necessity for a 2-dimensional square root SDEwith one volatility factor by presenting a methodology based on measuretransformations and solving linear systems of ordinary differential equations.

Negative volatility for a 2-dimensional square root SDE