Before revision:  We also study the asymptotic behavior of  call pricing functions  and the implied volatility in mixed scaling regimes. It is also shown that tail estimates arising in the large deviation theory are locally uniform. Another problem addressed in the paper concerns moment explosions for the asset price process in a Gaussian stochastic volatility model. We prove that for the asset price process in an uncorrelated Gaussian stochastic volatility model with the volatility function growing faster than linearly,  all the moments of order greater than one are infinite.
After revision:  We also study the asymptotic behavior of call pricing functions and the implied volatility . In addition, we prove that if the volatility function in an uncorrelated Gaussian stochastic volatility model with the volatility function growing faster than linearly, all the moments of order greater than one are infinite.