Before revision:  We prove a sample path large deviation principle for the log-price process in a Volterra type Gaussian stochastic volatility model , and a sample path moderate deviation principle for the same process in a Gaussian stochastic volatility model.
After revision:  We prove a sample path large deviation principle for the log-price process in a Volterra type Gaussian stochastic volatility model and a sample path moderate deviation principle for the same process in a Gaussian stochastic volatility model.