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Fair Value Of Derivative Warrant Liabilities Using American Option Binomial Model (Tables) | 12 Months Ended
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Dec. 31, 2012
Fair Value Of Derivative Warrant Liabilities Using American Option Binomial Model |
Fair Value Of Derivative Warrant Liabilities Using American Option Binomial Model | The Company estimates the fair value of the derivative warrant liabilities by using the American Option Binomial Model, a Level 3 input, with the following assumptions used:
Dividend yield: | 1%
Expected volatility | 283.86% to 549.88%
Risk free interest rate | .36% to .83%
Expected life (years) | 1.00 to 5.00

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- Definition Tabular disclosure for fair value of the derivative warrant liabilities by using the American Option Binomial Model, a Level 3 input. + References No definition available. + Details
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