Borussia Dortmund striker Aubameyang has previously been linked with a £71m switch to San Siro, while Morata of Real Madrid is also on the lookout for a new club, but Fassone would also be willing to tempt Belotti into joining from domestic rivals Torino.
"Many names have been mentioned of very strong strikers," he told Milan TV. "We would like to have one from Belotti, Morata or Aubameyang. We will see who our choice falls to, although there are also other names who are yet to be splashed on the front pages by the media.
"Clearly we are still thinking of doing something else in that position. We are keeping all the options open and we will definitely do something beautiful. Fortunately we are in China now so we can hold discussions with the owners to understand what our resources are, because they are not unlimited.
"We must also reason with the coach, because the next two friendlies can give some technical indications to him and [director of sport] Massimiliano Mirabelli."
Aubameyang is widely expected to be on his way out of Dortmund, but the German outfit have given him just one more week to decide his future.