Before revision:  The results obtained herein are markedly different from those obtained in recent papers for close-to-the-money option prices and implied volatility, and aid in understanding how the behavior of implied volatility near expiry is affected by important model parameters, such as the leverage and vol vol parameters, that were not present in the aforementioned earlier results.
After revision:  The results obtained herein are markedly different from those obtained in recent papers for close-to-the-money option prices in that they aid in understanding how the behavior of implied volatility near expiry is affected by important model parameters, such as the leverage and vol vol parameters, that were not present in the aforementioned earlier results.