Fair Value Measurements, Significant Unobservable input assumptions of Level 3 valuations (Details) (Level 3 [Member])	12 Months Ended
Dec. 31, 2014	Dec. 31, 2013
Minimum [Member]
Significant Unobservable Input Assumptions of Level 3 Valuations [Abstract]
Historical Volatility (in hundredths)	55.00%	62.00%
Expected Term (in years)	0 years 1 month 6 days	0 years 4 months 24 days
Risk-free interest rate (in hundredths)	0.03%	0.08%
Maximum [Member]
Significant Unobservable Input Assumptions of Level 3 Valuations [Abstract]
Historical Volatility (in hundredths)	84.00%	76.00%
Expected Term (in years)	1 year 1 month 6 days	2 years 1 month 6 days
Risk-free interest rate (in hundredths)	0.31%	0.44%

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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

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

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- Definition

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

+ References

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- Definition

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

+ References

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