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DERIVATIVE LIABILITIES - Fair value of the convertible instruments granted under the Black-Scholes option pricing model (Details) (USD $)
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Dec. 31, 2012
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May 09, 2012
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Dec. 31, 2011
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Feb. 04, 2010
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| Notes to Financial Statements | ||||
| Expected volatility, minimum | 89.00% | 207.00% | ||
| Expected volatility, maximum | 217.00% | 257.00% | ||
| Expected term, minimum | 1 year | 1 year | ||
| Expected term, maximum | 4 years | 4 years | ||
| Risk-free interest rate, minimum | 0.15% | 0.02% | ||
| Risk-free interest rate, maximum | $ 0.72 | $ 1.76 | ||
| Expected dividend yield | 0.00% | 0.00% | 0.00% | 0.00% |
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- Definition
Expected Dividend Yield. No definition available.
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- Definition
Expected Term Maximum. No definition available.
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- Definition
Expected Term Minimum. No definition available.
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- Definition
Expected Volatility Maximum. No definition available.
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- Details
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- Definition
Risk-free Interest Rate Maximum. No definition available.
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- Definition
Risk-free Interest Rate Minimum. No definition available.
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- Definition
Percentage rate at the low end of the range of reasonable estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of the specified guaranteed benefit obligation as of the balance sheet date. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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