Bjerksund - Stensland for pricing american options

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Is anyone familiar with the Bjerksund - Stensland model for pricing American options?
For example what is the formula that is used and the full set of assumptions.
I have found a few links on line, but nothing too comprehensive.
Any help would be greatly appreciated.
 
Are these like the Norwegian version of the Black - Scholes duo?
 
“Are these like the Norwegian version of the Black - Scholes duo?”
Black-Scholes is invalid for pricing american options therefore an alternate method is required, which has been deveolped by Bjerksund and Stensland
“what issues are you having with it?”
This model is completely new to me, so I am trying to find as much information as I can to understand how it works. So right now I am not having any issues.
razedge, are you familiar with this model?
 
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