Summer programs for European undergraduate mathematicians
Park City summer program organized by the IAS (Institute for Advanced Study, Princeton) is worth trying. In particular, they have Undergraduate Summer School. Here is their Application procedure.

However, non-US permenant resident/citizens may have to pay more as in their web page


  Undergraduates funded by PCMI may receive lodging, travel, meals and a stipend (stipends are awarded to U.S. Citizens or U.S. permanent residents only).


Please note that the application deadline for 2015 is already passed (January 31, 2015).