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Stockholders' Equity (Detail) - Assumptions Used in Calculating the Fair Value Black-Scholes Option-Pricing Model
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9 Months Ended | 12 Months Ended | ||
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Sep. 30, 2012
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Dec. 31, 2011
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Dec. 31, 2010
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Dec. 31, 2009
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| Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% |
| Expected Volatility | 45.20% | 44.81% | ||
| Risk free Interest rates | 2.36% | |||
| Expected lives (years) | 6 years | 6 years | ||
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Minimum [Member]
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| Expected Volatility | 23.45% | |||
| Risk free Interest rates | 1.48% | |||
| Expected lives (years) | 3 years 3 months | |||
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Maximum [Member]
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| Expected Volatility | 38.28% | |||
| Risk free Interest rates | 2.43% | |||
| Expected lives (years) | 5 years 9 months | |||
| X | ||||||||||
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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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