Assumptions Used In Binomial Valuation Model and Black-Scholes Valuation Model (Detail) (Black Scholes Option Pricing Model, Warrants)	3 Months Ended
Mar. 31, 2014
Black Scholes Option Pricing Model \| Warrants
Class of Warrant or Right [Line Items]
Risk-free interest rate	0.11%
Expected life in years	8 months 9 days
Expected volatility	80.00%
Expected dividend yield	0.00%
Steps per year	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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