There had been rumours that a deal was already in place but the Danish side's sporting director, Lynge Jakobsen, has denied such reports.
"I know that they are interested, but nothing is final," Jakobsen told Danish football website Bold.dk. "I can’t confirm that they have signed him.
"I didn't say they haven't made a bid, but it has been reported that they have signed him and I don't think they have."
The 17-year-old, who has represented Denmark at Under-16, U-17 and U-18 levels, has already been on trial with the Serie A leaders.