Jol fancied the Dane when he was with FC Copenhagen.
He said: "We knew him and he was on what we call our shadow list, but I thought he was too much and we couldn't afford it
"We did that with Bryan Ruiz a few years ago with three or four instalments but we found other solutions.
"Over the last few years we have got good strikers on free transfers and loans.
"Cornelius is a young player for the future but we have Bent, for example, and that's probably not long-term because he will probably go back to Aston Villa but he will score goals for us until then, and hopefully more than Cornelius."