Before revision:  Our simulation results also indicate that for parameter values of relevance in finance, the asymptotic expansions give a good fit for maturities up to one month   .
After revision:  Our simulation results also indicate that for parameter values of relevance in finance, the asymptotic expansions give a good fit for maturities up to one month , underpinning their relevance in practical applications, and an analysis of the implied volatility skew in recent S .