Azure AD SSPR ( self-service password reset ) allow users to reset their own passwords according to policy define by their administrator. Before it was only allowed to use Email, Mobile phone, Office phone or security questions options to reset the passwords. If it was Azure AD admin they wasn’t able to use security questions option either. But now SSPR supports use of Microsoft Authenticator app notifications or a code from any mobile authenticator app or hardware token. This is applying for all the users including Azure AD administrators. In order to use mobile app or hardware token option, users need to sign up for at least 2 other methods ( Email, Mobile phone, Office phone or security questions).
To enable mobile app option,
1) Log in to Azure portal as Global Administrator
2) Go to Azure Active Directory | Password Reset
3) Go to Properties and make sure you have SSPR enabled