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.

Almost all of Kokkos should be noexcept, but let's break it up into pieces that can be tackled in reasonable-sized issues. This one is the most urgent.

Just an FYI whilst I was trawling through the ROCm GitHub page:

https://rocmdocs.amd.com/en/latest/Programming_Guides/Programming-Guides.html#

We currently have a quite low test coverage in the PETSc radial-basis function mapping.

To be more precise, we only test the Tree preallocation strategy. All remaining strategies Compute, Save, Estimate, None are not tested at all.

See the file on [CodeCov](https://codecov.io/gh/precice/prec