Heston model has accurate density approximations for European option prices, which are of interest.

The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.

Currently checkpoints can only be written to disk. It would be better if users could write their own checkpointing mechanisms. In order to do so, a checkpointing trait should be defined. This could be implemented similar to [observers](https://github.com/argmin-rs/argmin/blob/master/s

E.g.

• gradient descent with momentum
• adaptive learning rate gradient descent, e.g. AdaGrad

(Note both the links are for stochastic gradient descent, but we'd be implementing a simpler, non-stochastic one)

Won't be brilliant, but can be very informa