Implement approximate IV for the Heston and 3/2 models

[jaehyukchoi]

Medvedev A, Scaillet O (2007) Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility. The Review of Financial Studies 20:427–459. https://doi.org/10.1093/rfs/hhl013

Drimus GG (2012) Options on realized variance by transform methods: a non-affine stochastic volatility model. Quantitative Finance 12:1679–1694. https://doi.org/10.1080/14697688.2011.565789

Heston and 3/2 models