Inclusion Criteria:

          -  Signed and dated informed consent document obtained prior to initiation of any
             study-specific procedure and treatment (by the subject or a legally acceptable
             representative as per the local regulations).

          -  Women ≥ 18 years old

          -  Histologically confirmed Epitheilial Ovarian Cancer (EOC), Fallopian Tube Cancer (FTC)
             or Primary Peritoneal Cancer (PPC).

          -  Received debulking surgery and preoperative and/or postoperative platinum-based
             frontline chemotherapy (intravenous and/or intraperitoneal) for the treatment of
             EOC/FTC/PPC.

          -  Documented platinum-resistant or platinum-refractory disease. Platinum-resistant
             disease is defined as progression within < 6 months from completion of a minimum of 4
             platinum frontline therapy cycles in the pre or postoperative setting (the date should
             be calculated from the last administered dose of platinum agent). Platinum-refractory
             is defined as disease that has recurred/progressed while receiving platinum-based
             frontline therapy.

          -  Measurable disease according to Immune-Related Response Evaluation Criteria In Solid
             Tumors (irRECIST)

          -  Indication of systemic treatment for the relapsed EOC, FTC or PPC.

          -  Subjects must have a tumor lesion that is amenable to an image-guided core biopsy and
             willingness to undergo two biopsies (baseline and 6 weeks after first dose of study
             treatment).

          -  Eastern Cooperative Oncology Group (ECOG) Performance status (PS) 0 or 1.

          -  Expected survival of more than 6 months.

          -  Adequate organ function within 7 days prior to enrollment, as defined by the following
             criteria:

               -  Absolute neutrophils count (ANC) ≥ 1.5 x 10E9/L, platelets ≥ 100 x 10E9/L,
                  hemoglobin > 9 g/dL (without transfusion or erythropoiesis stimulating agents'
                  dependency).

               -  Serum creatinine ≤ 1.5 x upper limit of normal (ULN).

               -  Total serum bilirubin ≤ 1.5 x ULN regardless of liver involvement secondary to
                  tumor. Higher levels are acceptable if these can be attributed to active
                  hemolysis or ineffective erythropoiesis.

               -  Serum aspartate transaminase (AST) and serum alanine transaminase (ALT) < 2.0 x
                  ULN or ≤ 5 X ULN for subjects with liver metastases.

               -  International Normalized Ratio (INR) or Prothrombin Time (PT) ≤ 1.5 X ULN unless
                  subject is receiving anticoagulant therapy as long as PT or PTT is within
                  therapeutic range of intended use of anticoagulants

               -  Partial Thromboplastin Time (PTT) or Activated Partial Thromboplastin Time (aPTT)
                  ≤ 40 seconds unless subject is receiving anticoagulant therapy as long as PT or
                  PTT is within therapeutic range of intended use of anticoagulants.

          -  For women of childbearing potential, negative serum pregnancy test within 7 days of
             enrollment

          -  Women of childbearing potential must agree to use acceptable methods of birth control
             starting with the screening visit and up to 120 days after the last dose of study
             treatment. Recommendation is for 2 effective contraceptive methods during the study.
             Adequate forms of contraception are double-barrier methods (condoms with spermicidal
             jelly or foam and diaphragm with spermicidal jelly or foam), oral depo provera, or
             injectable contraceptives, intrauterine devices, and tubal ligation.

          -  Willingness and ability to comply with scheduled visits, treatment plan, laboratory
             tests, and other trial procedures.

        Exclusion Criteria:

          -  Non-epithelial ovarian cancers, including malignant mixed Müllerian tumors.

          -  Ovarian tumors with low malignant potential (i.e. borderline tumors).

          -  Relapse/progression based solely on elevation of CA-125, in absence of measurable
             disease, according to irRECIST criteria.

          -  More than 2 prior treatment regimens for the platinum-resistant/refractory relapsed
             EOC, FTC, or PTC, defined as investigational, chemotherapy, hormonal, biologic, or
             targeted therapy.

          -  Any concurrent or previous malignancy within 5 years prior to enrollment except for
             adequately and radically treated basal or squamous skin cancer, or carcinoma in situ
             of the cervix, or other non-invasive/in-situ neoplasm. A subject with previous history
             of invasive malignancy (other than adequately and radically treated basal or squamous
             skin cancer or carcinomas in situ) is eligible provided that she has been disease free
             for more than 5 years.

          -  Brain metastases (even if treated and/or stable), spinal cord compression,
             carcinomatous meningitis, or leptomeningeal disease.

          -  Prior systemic anticancer therapy within 4 weeks prior to enrollment or who has not
             recovered (i.e. ≤ Grade 1 or baseline grade) from adverse events due to a previously
             administered agent

          -  Prior treatment with a monoclonal antibody within 4 weeks prior to enrollment or who
             has not recovered (i.e. ≤ Grade 1 or baseline grade) from adverse events due to agents
             administered more than 4 weeks earlier.

          -  Diagnosis of immunosuppression or receiving systemic steroid therapy or any other form
             of immunosuppressive therapy within 7 days prior to enrollment . The use of
             physiologic doses of corticosteroids may be approved after consultation with the
             sponsor.

          -  Active autoimmune disease or history of autoimmune disease or syndrome that has
             required systemic treatment in the past 2 years (i.e. with use of disease modifying
             agents, corticosteroids or immunosuppressive drugs). Replacement therapy (e.g.
             thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or
             pituitary insufficiency, etc.) is not considered a form of systemic treatment.
             Subjects with vitiligo or resolved childhood asthma/atopy will not be excluded.

          -  Received live vaccines within 30 days prior to enrollment

          -  Current or prior history of myelodysplastic syndrome, leukemia or clinically
             significant (as per Investigator judgment) bone marrow failure.

          -  Uncontrolled systemic fungal, bacterial or viral infection at time of enrollment
             (defined as ongoing signs/symptoms related the infection without improvement despite
             appropriate antibiotics, antiviral therapy and/or other treatment).

          -  Known history of active TB (Bacillus Tuberculosis).

          -  Known HIV infection or known history of Hepatitis B or known positivity for active
             Hepatitis B (HBsAg reactive) or Hepatitis C (HCV RNA [qualitative] is detected).

          -  Known history of non-infectious pneumonitis that required steroids or has current
             pneumonitis (infectious or non-infectious).

          -  Significant active cardiac disease within 6 months prior to enrollment, including but
             not limited to New York Heart Association class 4 cardiac heart failure, unstable
             angina, myocardial infarction

          -  History or current evidence of any condition, therapy, or laboratory abnormality that
             might confound the results of the trial, interfere with the subject's participation
             for the full duration of the trial, or is not in the best interest of the subject to
             participate, in the opinion of the treating Investigator. Is or has an immediate
             family member (e.g. spouse, parent/legal guardian, sibling or child) who is
             investigational site or sponsor staff directly involved with this trial, unless
             prospective Institutional Review Board (IRB) approval (by chair or designee) is given
             allowing exception to this criterion for a specific subject.

          -  Any contraindication to oral agents or significant nausea and vomiting, malabsorption,
             or significant small bowel resection that, in the opinion of the Investigator, would
             preclude adequate absorption.

          -  Known psychiatric or substance abuse disorders that would interfere with cooperation
             with the requirements of the trial.

          -  Prior treatment with any anti-Programmed Death (PD)-1, or PD-L1 or PD-L2 agent; or
             with azacitidine (any formulation) or any other hypomethylating agent; or with
             anti-cytoplasmic (CD) 137, or anti-cytotoxic T-Lymphocyte Associated Protein (CTLA)-4
             antibody (including ipilimumab) or any other antibody or drug specifically targeting
             T-cell co-stimulation or checkpoint pathways.

          -  Known or suspected hypersensitivity to azacitidine, pembrolizumab or the excipients of
             any of the study drugs (including mannitol). Known or suspected hypersensitivity to
             monoclonal antibodies.

          -  Currently participating and receiving study therapy or has participated in a study of
             an investigational agent and received study therapy or used an investigation device
             within 4 weeks prior to enrollment .

          -  Pregnant or lactating women or is expecting to conceive children or breastfeed within
             the projected duration of the trial, starting with the screening visit through 120
             days after the last dose of trial treatment.