I have been diagnosed with an amh of 0.1. Do I still have hope of conceiving naturally with dhea or can I do IVF with my own eggs?

IVF-ET Needed. I am not in anyway an expert on the matters of modern day infertility treatments. What i can advise you is that you will have to discuss all options with a board certified obgyn specialist who holds a fellowship in treatment of the potentially infertile/subfertile female.
Yes, IVF may not be . As long as you have open tubes and your husband normal sperm, the ovulation induction may not be much different (and a lot cheaper and easier) than ivf. If after spending $5000 in medication you can only recruit 3 eggs, then perhaps Clomid (clomiphene) (which is $15) could be almost as effective. Your age and other factors also count. Amh is only a reflection of ovarian reserve, not quality or potential.