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Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Detail)
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3 Months Ended | 9 Months Ended | ||
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Sep. 30, 2013
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Sep. 30, 2012
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Sep. 30, 2013
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Sep. 30, 2012
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LVSC 2004 Plan [Member]
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| Black-Scholes option-pricing model, weighted average assumptions | ||||
| Weighted average volatility | 94.60% | 95.10% | 94.80% | 95.20% |
| Expected term (in years) | 5 years 6 months | 5 years 6 months | 5 years 6 months | 5 years 6 months |
| Risk-free rate | 1.40% | 0.90% | 1.30% | 1.10% |
| Expected dividends | 2.40% | 2.40% | 2.50% | 1.80% |
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SCL Equity Plan [Member]
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| Black-Scholes option-pricing model, weighted average assumptions | ||||
| Weighted average volatility | 67.20% | 69.70% | 67.90% | 70.10% |
| Expected term (in years) | 6 years 3 months 18 days | 6 years 3 months 18 days | 6 years 3 months 18 days | 6 years 2 months 12 days |
| Risk-free rate | 1.30% | 0.30% | 0.60% | 0.50% |
| Expected dividends | 2.80% | 4.10% | 3.30% | 4.10% |