  This paper focuses on the numerical scheme for multiple-delay stochastic
differential equations with partially H\"older continuous drifts and locally
H\"older continuous diffusion coefficients. To handle with the superlinear
terms in coefficients, the truncated Euler-Maruyama scheme is employed. Under
the given conditions, the convergence rates at time $T$ in both
$\mathcal{L}^{1}$ and $\mathcal{L}^{2}$ senses are shown by virtue of the
Yamada-Watanabe approximation technique. Moreover, the convergence rates over a
finite time interval $[0,T]$ are also obtained. Additionally, it should be
noted that the convergence rates will not be affected by the number of delay
variables. Finally, we perform the numerical experiments on the stochastic
volatility model to verify the reliability of the theoretical results.
