FDM is more tricky, and less intuitive, than MC.
Handling early exercise feature: FDM > MC
Handling path dependence: FDM < MC
The most difficult part of doing FDM is determining the correct boundary conditions. It can get really complicated, especially because one has to think backward in time.
Also, although it is better than MC in terms of handling early exercise, tools such as PSOR are not trivial - especially in the presence of other things such as barriers.
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