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Stock-Based Compensation - Valuation (Details) - Stock options
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Black-Scholes option with following assumptions:    
Expected stock price volatility (as a percent) 73.00%  
Expected stock price volatility, minimum (as a percent)   76.00%
Expected stock price volatility, maximum (as a percent)   77.00%
Expected option term 6 years 6 years
Risk-free interest rate (as a percent) 2.80% 2.30%
Expected dividend yield (as a percent) 0.00% 0.00%