Before revision:  in this case our approach still works if the drift of the volatility takes a specific functional form and there is no local volatility component, and our results include the SABR model for \beta=1, \rho \le \lm\ne \lm \to 0pt%DIFAUXCMD , and we verify our results numerically for the SABR model using Monte Carlo simulation and the exact closed-form solution given in Antonov\&Spector\mbox{%DIFAUXCMD AS12 }\hspace{0pt}%DIFAUXCMD for the case \rho=} 0.
After revision:  in this case our approach still works if the drift of the volatility takes a specific functional form and there is no local volatility component, and our results include the SABR model for \beta=1, \rho \le \lm\ne \lm f(x) t +o(t) for some symmetric function f(x) which blows up at x=0, and we see that the jump affects the smile convexity but not the skew at leading order as t\to 0pt%DIFAUXCMD , and we verify our results numerically for the SABR model using Monte Carlo simulation and the exact closed-form solution given in Antonov\&Spector\mbox{%DIFAUXCMD AS12 }\hspace{0pt}%DIFAUXCMD for the case \rho=} 0.