In this paper we examine the problem of determining the best time to sell an asset, where the stock price is modelled by a hybrid process. In this paper hybrid variable is a mathematical concept that is used to describe a situation in which randomness and fuzziness simultaneously appear in a system or phenomenon. Based on this concept, a hybrid stopping time problem is formulated and investigated. A verification theorem is derived and proved. We illustrate the application of the verification theorem through a practical example in mathematics of finance. A power function with exponent , is used as the utility function in the example. This study is extending the model from Oksendal [12] by including the fuzzy component since market value of assets is usually described using vague human language. The theory of hybrid variables provides a more realistic description of the evolution of price processes of financial assets. Keywords: Randomness, fuzziness, Fuzzy variable, fuzzy process, hybrid variable, hybrid process, stopping time