  This note studies an issue relating to essential smoothness that can arise
when the theory of large deviations is applied to a certain option pricing
formula in the Heston model. The note identifies a gap, based on this issue, in
the proof of Corollary 2.4 in \cite{FordeJacquier10} and describes how to
circumvent it. This completes the proof of Corollary 2.4 in
\cite{FordeJacquier10} and hence of the main result in \cite{FordeJacquier10},
which describes the limiting behaviour of the implied volatility smile in the
Heston model far from maturity.
