STOCK-BASED COMPENSATION - Summary of Black-Scholes Valuation Model used to Determine Fair Value of Stock Options (Details) (Stock options)	12 Months Ended
Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Black-Scholes Valuation Assumptions
Expected dividend yield	0.00%	0.00%	0.00%
Expected stock price volatility	67.00%	83.00%	82.00%
Risk-free interest rate	1.30%	0.90%	0.50%
Expected life of options in years	4 years 0 months 0 days	4 years 4 months 22 days
Minimum
Black-Scholes Valuation Assumptions
Expected life of options in years			1 year 6 months
Maximum
Black-Scholes Valuation Assumptions
Expected life of options in years			5 years

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The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

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

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-Name Accounting Standards Codification

-Topic 718

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-Subparagraph (SAB TOPIC 14.D.2)

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-Name Staff Accounting Bulletin (SAB)

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-Section D

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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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