The loss of Jack O'Connell has hit the team hard, with United yet to keep a clean sheet and struggling to fill the void left by their star defender.
"Yes, the European loan is an option. That's open to us," Wilder told Yorkshire Live.
"The difficult part of it from my point of view, is that the players we have signed in the past, whether English or Sander, for example, I had the opportunity to go and watch him two or three times in person.
"That is a difficult situation now to go and watch those players.
"We are open and we have to fill that position with the best possible player that we can get, it's as simple as that.
"If it means us taking a slight punt on someone we haven't seen up close and personal, we are not just watching one game.
"We will have watched a lot of games that these boys have played in and we will sit down and put a list together and try and go from the top of that list.
"I have had dialogue with the board and there are names on that list. They understand what is needed and it's ongoing."