Approximate European option price under SABR model

[SABR model](https://en.wikipedia.org/wiki/SABR_volatility_model) has accurate density approximations (see, e.g., [here](https://arxiv.org/pdf/1107.1834.pdf)). It is of interest to use the approximations to estimate European option prices.

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