I'm looking at doing some research drawing comparisons between various methods of approaching option pricing. I'm aware of the Monte Carlo simulation for option pricing, Black-Scholes, and that dynamic programming has been used too.
Are there any key (or classical) methods that I'm missing? Any new innovations? Recommended reading or names would be very much appreciated.
Edit: Additionally, what are the standard methods and approaches for assessing/analysing a model or pricing approach?