Nerve pain can be difficult to treat and you may have already tried these.

Opiods can be used to treat nerve pain. A 2003 study found that levorphanol was helpful in treating a wide array of neuropathic pain disorders. For some patients they are a godsend. Opiods can, however, cause significant side effects and some physicians are reluctant to prescribe them. 

http://www.healthcentral.com/chronic-pain/c/63/7120/addiction

Capsaicin, a derivative of chili peppers, is sometimes used to treat shooting, stabbing nerve pain after surgery. It is applied on the skin.  

http://www.healthcentral.com/chronic-pain/news-162005-31_2.html

Therpeutic nerve blocks are local anesthetics delivered through an injection at the site of the pain.  They can help patients recieve temporary relief. After four or six months your physician may recommnend another type of treatment. 

Pain control pumps such as the Medtronic device are believed to interrupt pain signals at the spinal cord before they make their way to the brain. They are generally considered one of the last options for pain relief. They are effective for some and not for others. 

In some cases nerve pain very slowly disappears over time.