Financial Innovation

Table 1 Model parameters

From: A novel stochastic modeling framework for coal production and logistics through options pricing analysis

\(\kappa\)	1.21780019	\(\sigma _1\)	1
\(\theta\)	0.93593908	\(\sigma _2\)	0.2
\(V_0\)	0.36863154	\(\sigma _3\)	0.24
\(\sigma _V\)	0.36881736

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