@misc{cryptoeprint:2006:112,
author = {Markus Volkmer},
title = {Entity Authentication and Authenticated Key Exchange with Tree Parity Machines},
howpublished = {Cryptology ePrint Archive, Report 2006/112},
year = {2006},
note = {\url{http://eprint.iacr.org/}},
}
You will need the url.sty package (comes with most LaTeX installations) for the last line. Otherwise, remove the \url command.