In addition to his work with TV and radio, Pedersen has published four books: three non-fiction and one novel called "Stort" "(Great)" (1996). It caused a sensation in Norway and was dubbed "the Norwegian American Psycho" as it described the sex, drugs and rock’n’roll lifestyle of the 80s. It became an instant cult classic as soon after publishing it went out of print owing to the publisher’s bankruptcy. In later interviews Pedersen has refused to comment on the book, despite the fact it is hailed as “a classic” and it figures in numerous dissertations. Currently it is a sought after item in second hand shops and antique dealers. His travelogue about English customs and ways of life called A Norwegian in London (En nordmann i London) (2005) was a success in his native Norway.