anthracite is different from what all the "non-educated" people "think" coal is. The simple fact is if your living in PA with a whole house coal boiler/furnace in your basement there will be no more "fine particulate" exposure to your kids than you are already exposed to being in PA (the Coal Capitol of the world). Id love to know what make/model coal furnace you have (as would many people here) because they would all be lining up at your door to take should you wish to have it removed
Coal is 1/3rd the price per year as Oil would be and the hassle is 1/50th of wood. Coal is safer than all of the above (you never here about chimney fires from coal, you never here about your house exploding from coal, you never here about the EPA coming down to condemn your home or send clean harbors out to the tune of $20,000 from coal, etc,etc,etc.
When you explain the boiler/furnace that is their and the layout of basement these guys can tell you how to be vigilant about clean and ease and safety (if you could take some photo's of the unit, the oil burner, the basement even better!)
The methods could be as simple as ordering coal clean, putting up some 2x4 and ply. walls or maybe a custom coal bin (but they need more info)... In any event you CAN burn coal clean and your family wont even know coal is heating the house!
Great to have you here and good luck on the home purchase!!!