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This paper explores the performance cost introduced by a security protocol known as an anonymous and failure resilient fair-exchange e-commerce protocol. The protocol guarantees customer anonymity and fair exchange between two parties in an e-commerce environment. In this paper, the protocol is studied and modelled when misbehaviour between participants occur. Models are formulated using the PEPA formalism to investigate the performance overheads introduced by the security properties and behaviour of the protocol when the dispute between the parties exists. This study uses a PEPA Eclipse plug-in to support the creation and evaluation of the proposed PEPA models.