Nope. That's a modern pronunciation, not the Old Norse way. (Destiny)

by RC , UK, Monday, April 27, 2015, 20:25 (3296 days ago) @ Funkmon

In English, we borrow it from Old Norse, not modern Scandinavian languages. So while that way is not necessarily incorrect, it is definitely not the most correct way to do it.

When a proper name or word is borrowed outright, until it becomes part of English's lexicon, most lexicographers suggest that the most correct way to use it is as a foreign word, that is, with the pronunciation of the language from which it was borrowed, not an alternate pronunciation.

Personally, I'd prefer we just tag along with what the modern Nordics say. There is enough pronunciation divergence already.