Before revision:  Another problem addressed in the paper concerns exponential moment explosions for the driftless log-price and moment explosions for the asset price in Gaussian stochastic volatility models .
After revision:  Another problem addressed in the paper concerns exponential moment explosions for the driftless log-price and moment explosions for the asset price in Gaussian stochastic volatility model with the volatility function growing faster than linearly, all the moments of order greater than one are infinite. Moment explosions are also characterized in the case of negatively correlated models, and partial results are obtained for positively correlated ones .