His book has an even longer, more beautiful version of that joke. I highly recommend checking it out, he spends something like a chapter on the joke. It's executed like serious Russian literature, and makes how much he was butchering it on Conan even better when rewatching.
Someone posted a quote from his book on Reddit, I didn't know he had one so I went to go buy it, it sold out while it was in my cart. Now there's just a "collectible" version for $550. People are awful.
While I'm sure there are digital editions for sale and probably a few physical copies at your local library, if it's being gouged, the guy's already dead, and his book is not one of the few hundreds of books on the internet to have gone uncopied. It's truly wherever you can find books.