I wouldn't rely of extermination, that won't work IMHO. i'd buy a new bed instead. It's probably faster!
my husband brought home bed bugs once, and i did a lot of research, nothing really kills them easily, and they can live a long time without food. we bought a silk bed bug mattress protector for our mattress (was @ $200), threw away the pillows, and got rid of our fabric bed (put it in quarantine for 2 years! pulled it out last year when we moved house and are using it again) and bought a simple timber bed. I also got diatomaceous earth and puffed it around the room when empty, we let the room sit empty for a week just to be safe, and i vacuumed daily, and slept in the guest room. we did let off one of those "flea bomb" type things but they don't claim to kill bed bugs, but husband just needed to try everything.
I doubt you'll be able to blame any guests, they probably would blame you if they've returned home and taken some there too!