Yes, there is an exercise, I read about it somewhere on the net.
You just need to "practice" to last longer. You jerk off, but stop right before you'd cum. Wait a little and then continue. Do this 2-3 times and then you can finish it.
Try to keep your pace steady and count the number of "faps" you do before reaching the top, and watch the time too. This helps you to track the development.
After a few weeks you should notice the change. If you can extend your lasting to 10-12 minutes, you should have no problem with your girl either.
Thinking about something asexual like >>2 said can also help.

Anyway, consider yourself lucky that you can experience sex at your age. You could be an ace in a few years. I'm 23 and still a virgin... and I lack of experience very badly. :(