Marriage doesn’t happen only between two individuals but also between two families. Parents play an important role in the wedding. You do have an option of doing a court marriage but it won’t have your parents’ blessings. Currently, they aren’t agreeing to your marriage but you should keep pursuing them and hopefully, they will agree to it soon. We would suggest you to have a good communication with them and try to make them accept your relationship.
Make them aware that we are now living in the 21st century and marriages based on religious differences are common and completely fine.