Short-dated smile under rough volatility: asymptotics and numerics

In [Precise Asymptotics for Robust Stochastic Volatility Models; Ann. Appl.. 2021] we introduce a new methodology to analyze large classes of(classical and rough) stochastic volatility models, with special regard to-time and small noise formulae for option prices, using the framework[Bayer et al; A regularity structure for rough volatility; Math. Fin. 2020]. We here the fine structure of this expansion in large deviations and deviations regimes, together with consequences for implied volatility. discuss computational aspects relevant for the practical application of formulas. We specialize such expansions to prototypical rough volatility and discuss numerical evidence.