A financial analyst is tasked with estimating the value of a 5-year call option on a 5-year Treasury note using a well-established pricing model. The current market environment is characterized by high interest rate volatility, raising concerns for the analyst about the potential effect of this volatility on short-term interest rates when computing the option's price. Given the risk of short-term rates potentially becoming negative in the model, which of the following strategies would be the most effective in addressing this issue?