@misc{cryptoeprint:2010:088,
author = {Chris Peikert},
title = {An Efficient and Parallel Gaussian Sampler for Lattices},
howpublished = {Cryptology ePrint Archive, Report 2010/088},
year = {2010},
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.