Before revision:  In the present paper, we establish a small-noise large deviation principle for the log-price in a fractional stochastic volatility model , and under an additional assumption of the self-similarity of the process B, derive a similar large deviation principle in the small-time regime.
After revision:  In the present paper, we establish a small-noise large deviation principle for the log-price , and under an additional assumption of the self-similarity of the process B, derive a similar large deviation principle in the small-time regime.