The defender has had an impressive campaign under the Dane and recently signed a new long-term contract committing himself to the club until the summer of 2015.
However, the 28-year-old may find it hard to resist the lure of a move to a more high-profile club this summer.
Laudrup, though, believes Williams will stay, particularly with the club having secured a spot in next season's UEFA Europa League.
"There is nothing to say," he told South Wales Evening Post.
"We know there will be rumours because the players have done well this season, but a lot of our players - including Ashley - have renewed their contracts this season and that is because they want to stay here I think.
"I am not saying that if a player signs a ten-year contract he will stay for ten years, but if you sign a new deal, I think you will stay for at least one more season.
"I understand the rumours with Ashley, but I think he wants to stay.
"I read the story about Arsenal and Liverpool in Denmark - but it's the same story I ready four weeks ago.
"Nothing has changed. I think they call it old wine in new bottles."