Before revision:  Welder condition and the process }\widehat{B}  establish a small-noise large deviation principle for the log-price in a fractional stochastic volatility model, and under an additional condition of self-similarity of the process \widehat{B}, derive a similar large deviation principle in the small-time regime.
After revision:  Welder condition and the process }\widehat{B} is fractional Brownian motion. 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 condition of self-similarity of the process \widehat{B}, derive a similar large deviation principle in the small-time regime.