The original of this piece (the Marilyn Diptych) is held in the Tate Gallery in London.
Your question is rather serendipitous as in two days you can buy your own Warhol original print from the screen at auction. The sale prints were recently exhibited at the Rockefeller Centre.
I would cite the art work in the following manner:
Warhol, Andy (1962), Marilyn Diptych, Silkscreen on Canvas, Tate Gallery, London.
(1) Wikipedia (2016), Marilyn Diptych, [Online] https://en.wikipedia.org/wiki/Marilyn_Diptych, [Accessed 1 May 2016]
(2) Tate Gallery Illustrated Companion (2016), Marilyn Diptych 1962, [online] http://www.tate.org.uk/art/artworks/warhol-marilyn-diptych-t03093/text-illustrated-companion [Accessed 1 May 2016]