Before revision:  When the asset prices and the volatilities are correlated via systemic Brownian Motions, that limit exist and it is described by a SPDE on the positive half-space with Dirichlet boundary conditions which has been studied in \mbox{%DIFAUXCMD HK17 .
After revision:  When the asset prices and the volatilities are correlated via systemic Brownian motions, and the resulting SPDE is defined on the positive half-space with Dirichlet boundary conditions which has been studied in \mbox{%DIFAUXCMD HK17 .