There doesn't seem to be any software that could just simply convert JPG images as MOBI ebooks, especially if you have each page saved as individual JPEG.
However, you could create a CBZ or CBR ebook archive with sequenced JPGs which could then be converted using any of the CBZ to MOBI, or CBR to MOBI options. Some online conversion services might also offer ways to convert jpg to mobi, but this typically works for single pages.
Also keep in mind Amazon Kindle can simply view JPEGs, when you import them, so you might not need jpg to mobi conversion at all.