A Contango-Constrained Model for Storable Commodity Prices
Diana Ribeiro, Stewart Hodges
Journal of Futures Markets, vol. 25, 2005, p. 1025-1044.

Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
João Pedro Vidal Nunes, Les Clewlow, Stewart Hodges
Review Of Derivatives Research, vol. 3, 1999, p. 5-66.