You need the latex file to use \usepackage[utf8x]{inputenc} rather than the default \usepackage[utf8]{inputenc}. This works with standard (pdf)latex.
For org export to generate this you have to set the variable org-latex-inputenc-alist accordingly. For example:
(setq org-latex-inputenc-alist '(("utf8" . "utf8x")))
For the variable to be defined, you may need to (require 'ox-latex) first.
Unfortunately, this does support only a limited set of math letters. Much more can be supported by including \usepackage[mathletters]{ucs}. This has to appear before the inputenc stuff, so you can't just use a #+latex_header:. A way to do that is to add it at head of org-latex-default-packages-alist.
(setq org-latex-default-packages-alist (cons '("mathletters" "ucs" nil) org-latex-default-packages-alist))
Note that ucs documentation (usually available through texdoc ucs) warns about the mathletters option:
This option is disabled by default, because using math greek in a normal text does not look good.
If you want those settings to apply only to the current file rather than globally, you can define them as file local variables. Add the following near the end of the file:
# Local Variables:
# org-latex-inputenc-alist: (("utf8" . "utf8x"))
# eval: (setq org-latex-default-packages-alist (cons '("mathletters" "ucs" nil) org-latex-default-packages-alist))
# End:
eval is a pseudo variable allowing to execute lisp code when the file is loaded.