times grid bug (XLA)

[a17brah]

Hi,

I noticed a problem with the time grid in euler_sample when XLA compilation (with dynamic shape for times) is used.

https://colab.research.google.com/drive/1kg8RChmJ3TxdONBHE1lIdCAmZKIXwGcY#scrollTo=pohADCcoTZMh

Thank you

[cyrilchim]

Hi,

Thanks for reporting. This is related to the way XLA deals with dynamic shapes. I'll update once fixed. You can use num_time_steps instead of time_step in process.sample_paths for now.

Cyril