Black-Scholes option pricing model (Detail) (USD $)	12 Months Ended
Dec. 31, 2012	Dec. 31, 2011	Jan. 17, 2012
Derivatives [Line Items]
Market value of stock on measurement date	$ 0.0085	$ 0.0089	$ 0.011
Risk-free interest rate	0.15%	0.12%
Dividend yield	0.00%	0.00%
Volatility factor	141.00%	192.00%
Term	1 year	1 year

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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=7578670&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

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

+ References

+ Details

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- Definition

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

+ References

+ Details

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- Definition

Price of a single share of a number of saleable stocks of a company.

+ References

+ Details

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