Stupid question! Sorry
I should have read the FAQ before. I'm pasting here the
FAQ answer to this question:
If you are deploying it as part of an ear, just name the context of the web application as "/" in the application.xml file.
If you are deploying it as a single war, you have to use a jboss-web.xml file. That file must be put in the WEB-INF directory of the web application. A minimal jboss-web.xml that only set the context of the application to the root context would look like: