Before revision:  We extend the approach used in \mbox{%DIFAUXCMD Dixit:Pindyck:94 , chapter 6.5, to deal with two sources of uncertainty, but assuming that the underlying processes are no longer geometric Brownian diffusions but rather jump diffusion processes.
After revision:  We extend the approach used in Dixit and Pindyck (1994) , chapter 6.5, to deal with two sources of uncertainty, but assuming that the underlying processes are no longer geometric Brownian diffusions but rather jump diffusion processes.