It depends on your own definition of wrong address, I think wrong address can be classified into two. Wrong addresses for ones that does not exist at all, or wrong address to one that exist but another user’s account.

For the one sent to the wrong address that does not exist, I guess the transaction will just be hanging in the air and left unconfirmed, and since it has not yet been confirmed, the exchange might still be able to do something in withdrawing it. For the ones sent to a wrong existing address, just hope that the user will be kind enough to return it, otherwise, it might be gone forever after it has been confirmed.