  We provide a unifying treatment of pathwise moderate deviations for models
commonly used in financial applications, and for related integrated
functionals. Suitable scaling allows us to transfer these results into
small-time, large-time and tail asymptotics for diffusions, as well as for
option prices and realised 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.
