We provide a unifying treatment of pathwise moderate deviations for models commonly used in financial applications, and for related integrated functionals. Suitable scaling enables us to transfer these results into small‐time, large‐time, and tail asymptotics for diffusions, as well as for option prices and realized variances. In passing, we highlight some intuitive relationships between moderate deviations rate functions and their large deviations counterparts; these turn out to be useful for numerical purposes, as large deviations rate functions are often difficult to compute.

中文翻译：

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期权定价的逐行适度偏差

我们为金融应用中常用的模型以及相关的集成功能提供统一的路径适度偏差处理。适当的缩放比例使我们能够将这些结果转换为小时间，大时间和尾部渐近线，以进行扩散，期权价格和已实现的差异。顺便说一句，我们强调了中等偏差率函数与大偏差对应物之间的一些直观关系。这些结果对于数值目的很有用，因为通常难以计算大偏差率函数。