The youngster joins Atalanta on-loan with an option to buy.
The deal will cost Atalanta €25m in total, 12 months after a move to Inter Milan fell through over an agents' dispute.
“The Percassi family, the Pagliuca family and the whole Nerazzurri club extend a warm welcome to Lazar, wishing him the all the best in these colours, both on a personal and collective level,” Atalanta announced.