The Daily Star reports that the Italian side are keen on signing the Dutch striker, who has just one year left after this season on his current contract with the Gunners.
Arsenal are keen for the striker to sign a new deal, but the Dutchman has so far refused to sign a new long-term contract with the club.
Arsenal boss Arsene Wenger said: “On our side we are quite clear, so that is no problem – I do not say there is no problem because it does not depend only on us, but we are clear with our intention.”
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