There's little more you can do to validate a name internationally than to provide one textbox and check if it's a valid encoding of Unicode. Maybe you can exclude some control and graphical ranges at best.

Of course there are valid concerns that international names should pass through e.g. local postal services, which would require at least some kind of Latinized representation of name and address. I suppose the Latin alphabet is the most convenient minimal common denominator across writing systems, even though I admit being Euro-centric.