  This paper presents and analyzes the compensated projected Euler-Maruyama
method for stochastic differential equations with jumps under a global
monotonicity condition. Compared with existing conditions, this condition
allows the jump-diffusion coefficient to be growth superlinearly. Moreover, the
method is proved to be convergent with strongly order $\frac{1}{2}$ on the
discrete time level. Finally, some numerical experiments are carried out to
confirm the theoretical results.
