Closed-Form Solutions Modeling
To learn about the Bjerksund-Stensland 2002 model, see:
Bjerksund, P. and G. Stensland, Closed-Form Approximation
of American Options, Scandinavian Journal of Management,
1993, Vol. 9, Suppl., pp. S88-S99.
Bjerksund, P. and G. Stensland, Closed Form Valuation
of American Options, Discussion paper 2002 (http://bora.nhh.no/bitstream/2330/711/1/bjerksund%20petter%200902.pdf).
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