Good work ... but someone who wants to use those functions must check and correct the expression in the functions frankcml.m "missing square" and the function gausscml.m
there is a strange division operation expression like u have divided "A/2/B" which gave "NaN" for any value of the parameter alpha.
I didn't have time to check all your calculus in others functions.
For a master degree in finance , u have done a nice job ...but needs a bit improvement