Laudrup has been increasingly linked with a departure after the club severed ties with his agent, Bayram Tutumlu.
The Dane told South Wales Evening Post: “I have repeated it so many times in the last three months. My intention is to stay.”
He added: “Bayram is my agent and that’s not going to change. If the club do not want to work with him, or Bayram does not want to work with them, it’s their problem, not mine.”