The highly-rated 21-year-old has been linked with a switch to Merseyside after refusing to sign a new deal at the Eredivisie outfit.
"We will send out a press release when there is an agreement," Schep told Danish TV2. "Also if there is only a deal between Ajax and the club. So at this time there is no agreement between Ajax and Liverpool."
The Denmark international has netted 12 goals this season.