“…The integral in equation (68) can be computed by using the composite Milstein method (MSII), introduced by Omar, Aboul-Hassan and Rabia [51]. This method is a numerical method for the strong solution of stochastic differential equations (SDE) that can be used to solve the following SDE driven by one Wiener process dX (t) = f (t, X (t)) dt + g (t, X (t)) dW (t) , where X (t) is a stochastic process, f (t, X (t)) is is the drift coefficient, g (t, X (t)) is the diffusion coefficient and W (t) is the standard Wiener process whose increment W (t) = W (t + t)−W (t) is a Gaussian random variable N(0, t).…”