# What does martingale look like?

I'm doing a simulation of a CRR model and I'm trying to find parameters in order for the successive $S_t$s (stock prices) to be martingale.

I'm assuming that if I'd create a function (and picked the right parameter values) that's equivalent to the martingale condition $\mathbb{E}(\frac{S_{t+1}}{S_t})=1$ and then plot it over $t=1,...,T$ (time), then I'd see "martingale"?

• Hi mavavilj, welcome to Quant.SE! Please not the faq about what we expect here and please make your posts conform to those rules. This question is a bit unclear to me. What do you mean by seeing a martingale? It's an abstract property of a stochastic process. – Bob Jansen Nov 30 '15 at 6:51
• I was thinking that it could be "seen" by plotting the process? – mavavilj Nov 30 '15 at 7:31
• As I recall in introductory stochastic calculus, a stochastic process is a martingale if its drift is zero. That probably had other assumptions I don't recall at the moment math.stackexchange.com/questions/1035461/… – BCLC Dec 6 '15 at 15:46