Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE LIABILITIES (Tables)

v2.4.0.8
DERIVATIVE LIABILITIES (Tables)
3 Months Ended
Mar. 31, 2014
Notes to Financial Statements  
Assumptions for fair value of convertible instruments granted under Black-Scholes option pricing model
    March 31, 2014     December 31, 2013  
 Expected volatility     318 %     235% - 320 %
 Expected term   3.11 Years     0.48 - 3.61 Years  
 Risk-free interest rate     0.90 %     0.09% - 1.39 %
 Expected dividend yield     0 %     0 %