The former Viking and FC Copenhagen star has been linked with several clubs, including Manchester City and Arsenal.
He told the club’s official website: “During my career there have been times when there’s been a lot of speculation; when I was in Denmark and Norway.
“I’ve learnt not to think about it and I also know that speculation could be nothing. Obviously I’m happy when people think I’m doing well.
“That’s the most important thing – the manager, the players and the fans at Fulham are happy with what I do. It’s a big thing for me.
“I’ve said it all along – I’m having a great time here and I’m happy at this club and I’d like to stay here for a long time.”