Before revision:  The effectiveness of the analytical predictions is checked via a careful analysis of the parameters involved in the numerical implementation of the Euler-Maruyama scheme . Both analytical and numerical results we obtain can be exploited for useful applications in stock option pricing and risk management .
After revision:  The effectiveness of the analytical predictions is checked via a careful analysis of the parameters involved in the numerical implementation of the Euler-Maruyama scheme and is tested on a data set of financial indexes. In particular, we discuss results for the German DAX30 and Dow Jones Euro Stoxx 50, finding a good agreement between the empirical data and the theoretical description .