Before revision:  We also show that in certain situations, the rough path integral can be constructed as a limit of Riemann sums, and not just as a limit of compensated Riemann sums which are usually used to define it.
After revision:  We also show that in certain situations, the rough path integral in finance by showing that it is the limit of non-anticipating Riemann sums, and not just as a limit of compensated Riemann sums which are usually used to define it.