The USK (or Unterhaltungssoftware Selbstkontrolle if you prefer), Germany’s ratings board for videogames, has put up a listing for Sting’s Gungnir on PSP, with Index Digital Media—Atlus’ parent company—listed as the game’s publisher:
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Gungnir will be released in North America on June 12th. The game hasn’t been officially announced for European release yet. If it does make it over, it should be interesting to see whether it’s released as a retail title or as a download-only game.