Get the place professionally fumigated.
There are numerous spray products available in supermarkets, with varying degrees of effectiveness. The best IMHO is ZUM, which is more expensive than most but works. However, if the problem persists, the best bet is to call in the pros. If they are originating from a filthy neighbour, for example, you can keep spraying with retail products, but you'll be p*ssing in the wind so to speak. They're stubborn little b*ggers.
Good luck, and meanwhile, here's a little clip to amuse you: 