Assumptions Used In Binomial Valuation Model and Black-Scholes Valuation Model (Detail) (Warrants)	12 Months Ended	9 Months Ended
Dec. 31, 2009	Sep. 30, 2014 Black Scholes Option Pricing Model	Sep. 30, 2013 Black Scholes Option Pricing Model
Class of Warrant or Right [Line Items]
Risk-free interest rate	2.14%	0.02%	0.10%
Expected life in years	5 years	2 months 9 days	1 year 2 months 9 days
Expected volatility		65.00%	75.00%
Expected dividend yield	0.00%	0.00%	0.00%
Steps Per Year		125	13

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Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

+ Details

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- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

+ Details

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- Definition

Weighted average expected volatility of stock price.

+ References

+ Details

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- Definition

Class of Warrant term, steps per year.

+ References

No definition available.

+ Details

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