$\sigma =0.25$

$\lambda =3$

${\sigma }_L=0.5$

$\gamma =4$

${\sigma }_p=1$

${\beta }_1=2$

$T=10$

$k=5$

$\xi =0.1$

$L_0=1$

$X_0=4$

${\rho }_{13}=-0.4$