  Euler-Maruyama method is studied to approximate stochastic differential
equations driven by the symmetric $\alpha$-stable additive noise with the
$\beta$ H\"older continuous drift coefficient. When $\alpha \in (1,2)$ and
$\beta \in (0,\alpha/2)$, for $p \in (0,2]$ the $L^p$ strong convergence rate
is proved to be $p\beta/\alpha$. The proofs in this paper are extensively based
on H\"older's and Bihari's inequalities, which is significantly different from
those in Huang and Liao (2018).
