Nelson turned down the Gunners’ offer of a new contract with his current deal set to expire at the end of the season.
The 23-year-old is not finding enough playing time at the Emirates as he has face a challenging campaign over injury.
The England forward has made key contributions on the pitch, scoring the last minute winner against Bournemouth in April.
Nelson has already been approached by a number of other Premier League sides as well as clubs from abroad.
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