Before revision:  The main results obtained in the present paper are generalizations of large deviation principles for the log-price process due to Forde and Zhang. We assume that the function \sigma satisfies a relatively mild condition expressed in terms of its local modulus of continuity in L^2, while the process is a Volterra type Gaussian process.
After revision:  The main results obtained in the present paper are generalizations of large deviation principles for the log-price process is a Volterra type Gaussian process.