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Warrant Liability (Tables)
9 Months Ended
Sep. 30, 2012
Warrant Liability [Abstract]  
Schedule of assumptions used to determine fair value of warrants
All future changes in the fair value of the warrants will be recognized currently in earnings until such time as the warrants are exercised or expire. These warrants are not traded in an active securities market, and as such, we estimated the fair value of these warrants using an option pricing model with the following assumptions:

 
 
As of
September 30, 2012
 
 
As of
December 31, 2011
 
Expected term
 
0.87 years
 
 
1.61 years
 
Common stock market price
 
$
4.41
 
 
$
2.20
 
Risk-free interest rate
 
 
0.17
%
 
 
0.19
%
Expected volatility
 
 
74.94
%
 
 
69.98
%
Resulting fair value (per warrant)
 
$
0.93
 
 
$
0.32