Moreover, you could purchase a mattress encasement which encloses the entire mattress and will trap the bed bugs. This will ultimately starve them to death; however, this could take a matter of months until you are rid of them.
Another option you could consider is to use hot steam to kill them. In order to do this you should rent a steam cleaner and cover every single fibre and fabric of the bed as well as the furniture in your bedroom and in the neighbouring rooms.
Lastly, if all else fails, you could always enlist the services of an exterminator. You will be able to find them in your local directory; make sure you find an exterminator who specialises in bed bug infestations. You need to keep in mind that it will be quite costly for you to enlist the help of an exterminator; however, it will prevent you from having to buy a brand new mattress set. Once you've contacted the professional and decided on a date for them to come over, make sure that you clean the house thoroughly before their arrival.