Buchan's best-known work is spy novel The Thirty-Nine Steps, published in 1915, but he also wrote an account of the First World War as it happened.
Nelson's History of the Great War was published in 24 paperback volumes between 1914 and 1919.
Buchan's granddaughter, Lady Deborah Stewartby, a trustee of the John Buchan Museum in Peebles, said her grandfather and the Nelson's publishing firm agreed Buchan should write a history of the war, with the money raised to go to the families of Nelson's staff serving at the front.
Lady Stewartby said: "We have a complete set for reference but we wanted to see if we could put together a set for sale, and found that we were missing volumes 16, 18 and 23 … Our book expert emailed all his clients who had ever bought a Buchan book in the hope somebody would have them."
The Thirty-Nine Steps, set just prior to the First World War, was made into a classic film by Alfred Hitchcock.