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Stock-based Compensation (Details 4) - Stock options	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Weighted-average assumptions used in the Black-Scholes option pricing model to determine the fair value of the employee stock option grants
Risk-free interest rate (as a percent)	1.60%	1.80%
Volatility (as a percent)	77.00%	77.00%
Expected term	6 years 3 months	6 years 3 months

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- References

No definition available.

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



-Publisher FASB



-Name Accounting Standards Codification



-Topic 718



-SubTopic 10



-Section 50



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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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-Publisher FASB



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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



-Publisher FASB



-Name Accounting Standards Codification



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-Publisher SEC



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