Before revision:  In the uncorrelated case, tedious saddlepoint expansions allow for (semi) closed-form asymptotic formulae. As an application--the original motivation for this paper--we derive small-strike expansions for the implied volatility when the maturity becomes short or large.
After revision:  As an application--in fact the original motivation for this paper--we derive small-strike expansions for the implied volatility when the maturity becomes short or large.