Do the same, but using Mosek parameters https://docs.mosek.com/9.0/toolbox/parameters.html#doc-all-parameter-list .
Note that if you install the latest Mosek 9.0 version (currently 9.0.105) and change the name of the mosek directory under the CVX diectory, then you can get CVX to use Mosek 9 rather than the mosek 8.0.0.60 which comes with the CVX installation. Altenratvvely, look at the output of cvx_solvers to get the full name of the CVX 9.0 version you want to use and specify that full name using cvx_solver.