# Which method is used to price highly exotic options in exotic models?

What is the go-to method to price exotic options in exotic models?

If we are in Black Scholes, then this is hard to answer, since we can both do various sorts of Monte Carlo or solve various sorts of simple PDEs.

However, in more exotic models, the PDE approach becomes harder since we typically require solving a PIDE.

So my question is, if both the model and the option is exotic, is Monte Carlo then the go-to method? Or do solving these PIDE's still remain competitive enough compared to MC?