On-loan from Manchester United, the left-back is wanted by no less than 12 clubs this month, including Stoke City and Millwall, says the Mirror.
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"There is a dialogue between the clubs and the agent, so I really hope that we can finalise something soon," Pedersen said on Friday.
"Of course, we would love to keep him.
"He has done really, really well. He's 18-years-old, played so many games, which level he has played. Of course the young guy has a lot to learn, but how he has played for us, it has been great."