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"?