I put a new version of this here

https://nms.kcl.ac.uk/martin.forde/StocVolToolpack.html

<t>hi, for anyone who has access to a powerful Monte Carlo engine, just wondered if you could price a standard basket option for me paying max(S^1_T+S^2_T-K,0)where K=2.5, S^1_0=S^2_0=1, T=.02 and S^1_t,S^2_t follow an uncorrelated bi-variate SABR model:dS^1_t=S^1_t a_t dW^1_tdS^2_t=S^2_t a_t dW^2_t...

VolDerivs

ZABR model

Stoc vol smile toolpackStocVol.com

new SVI, Stein-Stein and jump model analyticshere

see http://www.stocvol.com

see www.StocVol.com

www.stocvol.com

see stocvol.com

The Gao-Lee paper has the starpest tail asymptotics for implied volatility the Heston model. This and the Friz, Gerhold et al. results are implemented in the toolpack at stocvol.com