Another is a method based on stochastic differential equations (SDEs). I believe that was first published by Alper Demir in 1996 or so. That method is more efficient and elegant than the monte carlo (MC) technique, but also harder to implement. In the MC case we wouldn’t need to develop new solver methods but for the SDE case we probably would. Working on the SDE approach would be a lot more fun, but it would definitely take longer.