Price call and put options using Constant Elasticy of Variance model

An alternative to using Black and Scholes model is using Constant Elasticity of Variance model.

An alternative to using Black and Scholes model is using Constant Elasticity of Variance model.
This is a diffusion model where the risk neutral process for a stock is
dS=(r-s)*S*dt - sigma*S^alpha*dZ

Input:
S- underlying price.
K- strike price
r- risk free rate
T- time to maturity
sigma- std of the underlying asset
q- yield to maturity of the underlying asset
alpha- Elasticity of variance

Outputs:
call- the price of call option
put- the price of put option

Example:

[call,put]=constantElasticity(50,50,0.04,1,0.3,0,1)

Reference:

[1] Options,Futures and other Derivatives, seventh edition by John Hull