Consider:
CREATE PROCEDURE LowerCityDiscounts @city VARCHAR(45), @decrease DECIMAL(10,2) AS BEGIN BEGIN TRANSACTION; UPDATE Customers SET discnt = discnt
Yup.. CALL is an construct/syntax usable from an ODBC driver, as your documentation indicates.
CALL
There's no reference in the T-SQL documentation to CALL, only EXEC.
EXEC
It doesn't work because it's not T-SQL.