Before revision:   Using large deviations techniques, we determine the asymptotic shape of the implied volatility surface in any regime of small maturity t \to 0 or extreme log-strike |\kappa| \to \infty (with bounded maturity).
After revision:  The volatility evolves according to a generalized Ornstein-Uhlenbeck processes with super-linear mean reversion. Using large deviations techniques, we determine the asymptotic shape of the implied volatility surface in any regime of small maturity t \to 0 or extreme log-strike |\kappa| \to \infty (with bounded maturity).