Black-Scholes option-pricing model with the following weighted average assumptions (Details)	12 Months Ended
Dec. 31, 2013	Dec. 31, 2012
Black-Scholes option-pricing model with the following weighted average assumptions
Risk-free interest rate	1.28%	1.17%
Expected dividend yield	0.00%	0.00%
Expected volatility	0.90	0.68
Expected term (in years)	7.00	7.00

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Expected term (in years)

+ References

No definition available.

+ Details

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

No definition available.

+ Details

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- Definition

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=25499696&loc=d3e19207-110258

+ Details

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- Definition

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

+ References

+ Details

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