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Weighted-Average Assumptions Used to Estimate Fair Value of Stock Options using Black-Scholes Option Valuation Model (Detail)
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12 Months Ended | ||
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Dec. 31, 2012
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Dec. 31, 2011
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Dec. 31, 2010
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| Share based Compensation Arrangement Assumptions Used to Estimate Fair Values of Share Options Granted [Line Items] | |||
| Expected volatility | 102.37% | 101.49% | 94.26% |
| Expected dividends | 5.07% | 0.00% | 0.00% |
| Expected term (in years) | 8 years 2 months 12 days | 7 years 6 months | 7 years 3 months 18 days |
| Risk-free interest rate | 1.66% | 1.64% | 3.11% |
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- Details
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- Definition
The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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