Negative price for barrier option

Hello,
the following setup returns negative prices for european barrier calls:

```python
import tf_quant_finance as tff
import numpy as np

n_points=10
spots = np.linspace(0.01, 0.2, n_points)
strikes = 1.9 * np.ones(n_points)
volatilities = 0.25 * np.ones(n_points)
expiries = 0.5 * np.ones(n_points)
barriers = 0.5 * np.ones(n_points)
is_barrier_down = np.array([True] * n_points)
is_knock_out = np.array([True] * n_points)
is_call_options = np.array([True] * n_points)

args = {
"volatilities" : volatilities,
"strikes" : strikes,
"expiries" : expiries,
"spots" : spots,
"barriers" : barriers,
"is_barrier_down" : is_barrier_down,
"is_knock_out" : is_knock_out,
"is_call_options" : is_call_options,
}

price = tff.black_scholes.barrier_price(
**args
)

>> price
>>
```

The parameters are obviously contrived, but i wonder whether this is expected behavior in such tails due to numerical instabilities.

Start by running the supplied Python reproduction and inspect the tf_quant_finance.black_scholes.barrier_price entry point. Trace the calculation for the listed down-and-out European calls, then verify that the affected tail cases no longer return negative prices while preserving valid pricing behavior.

Written by the indexing model from the issue text.