@misc{cryptoeprint:2015:671,
author = {Peeter Laud and Alisa Pankova},
title = {Privacy-preserving Frequent Itemset Mining for Sparse and Dense Data},
howpublished = {Cryptology ePrint Archive, Report 2015/671},
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.