Option Pricing with Periodic Volatility : A Modified Black-Scholes Model Using Jacobi Elliptic Functions. Indonesian Journal of Modern Science and Technology, [S. l.], v. 2, n. 1, p. 1–12, 2026. DOI: 10.64021/. Disponível em: https://journal.abhinaya.co.id/index.php/ijmst/article/view/238. Acesso em: 20 apr. 2026.