Low AMH - Age 31

My husband and I Have been trying to conceive for a little over 2 years now, I am 31 and he is 28. I have a step daughter who is 7. 
I had a miscarriage in late August last year at about 9 weeks. 
We went to a fertility doctor at the end of January this year and got tested, and my blood tests came back with a low AMH of .04. 
My doctor has recommended IUI, and if this doesn't work, to then IVF
I am hesitant to try since this whole process has been pretty difficult, and I couldn't bare to go through another disappointment of IUI a didn't initially work. 
I know, since I have concocted before that it is possible to get pregnant without treatments, I'm just wondering if anyone else has had luck conceiving naturally with low AMH, and what you did. 
I know for myself, I've read diet can affect AMH, and personally know I need to lose weight, I have a BMI of 43, so I have a considerable amount of weight to lose. 
Is anyone else going through the same thing?