Could you recommend me somme good references on HJM models with stochastic volatility?Thank you.

This might be a start.Andreasen Jesper, Pierre Collin-Dufresne, Wei Shi 'Applying the HJM-Approach when Volatility is Stochastic'Brace Alan, Ben Goldys, John van der Hoek, Robert Womersley 'Markovian Models in the Stochastic Implied Volatility Framework' 9/02 <HJM,VolVol,Heston>Casassus Jamie, Pierre Collin-Dufresne, Bob Goldstein 'Unspanned Stochastic Volatility And Fixed Income Derivatives Pricing' J. Banking & Finance 11/05 <HJM, Fractional FFT>Chairella Carl, Oh Kang Kwon 'A Complete Markovian Stochastic Volatility Model in the HJM Framework' Finance & Stochastics 2001 Chiarella Carl, Oh Kang Kwon 'Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields'Review of Derivatives Research 2003 Collin-Dufresne Pierre, Robert Goldstein '"True" Stochastic Volatility & a Genearlized Class of Affine Models' 6/2000Frachot Antoine, Jean-Philippe Lesne 'Factor Models of Interest Rates with Stochastic Volatilities' <Mult.Factor,HJM,Longstaff/Schwartz,Quad.Gauss> 7/94Valchev Stoyan 'Stochastic volatility Gaussian Heath-Jarrow-Morton Models' <HJM> App. Math. Finance 12/04

Thanks jfuqua.I am looking of these articles :- Back to the futures , Andreasen- Time to smile , Pitterbarg- Smile dynamics , BergomiCan somme one please send them to me designolle@gmail.com.Thanks in advance.