@misc{cryptoeprint:2015:001,
author = {Oscar Reparaz},
title = {A note on the security of Higher-Order Threshold Implementations},
howpublished = {Cryptology ePrint Archive, Report 2015/001},
year = {2015},
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.