fonts - Greek letters do not export correctly

Here is a simple plot

P0 = Plot[x, {x, -7, 7}, Frame -> True, FrameLabel -> {"Ω", "Y"}]

Then I want to export as .pdf it using

E0 = Export["test.pdf", P0, "PDF"];

but the Greek capital letter Omega does export correctly and at its place I get an empty little square. If I export it as an .eps I get nothing, not even the little square. Only when I export it as .jpg everything is OK. I'm using MMA v 9.0 in Win XP SP3 but this is irrelevant because I tried it in different versions and OSs and the problem remains.

Any ideas?

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plotting - Filling between two spheres in SphericalPlot3D

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