Preheat the oven to 375 degrees F. Place the salmon in a parchment paper lined baking pan. Brush with 1 Tbsp. of the olive oil and season with salt and pepper. Bake for 15 minutes, or until cooked through.
While the fish cooks, place the remaining oil in a skillet over medium heat. Add the leeks and cook until tender- about 5 minutes. Add the lemon juice and tarragon, and then simmer. Reduce the lemon juice until almost completely evaporated. Add the cream, bring to a simmer, and simmer until a lightly thickened sauce forms. Season the sauce with salt and pepper. When the fish is cooked, plate, top with the sauce, and serve.