@article{smalltimeasymptoticsforagenerallocal,
  title = {Small-time asymptotics for a general local-stochastic volatility model with a jump-to-default: curvature and the heat kernel expansion},
  year = {2016},
  eprint = {1312.2281},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1312.2281v7},
}