Treatment of Ovarian, Peritoneal or Fallopian Tube Cancer

This is a phase 2 study whose purpose is to see whether the combination of of pembrolizumab, DPX-Survivac vaccine and low-dose cyclophosphamide has anti-tumor activity in patients with advanced epithelial ovarian, fallopian tube or primary peritoneal cancer. DPX-Survivac is an investigational vaccine. A vaccine is a substance that is often given to stimulate the body's immune system (the structure and processes in the body that protects against harmful substances) to help prevent against certain diseases. DPX-Survivac is a vaccine that may teach the immune system to recognize cancer cells and to kill them. Pembrolizumab is a drug that is approved for the treatment of a certain type of melanoma (a type of skin cancer) and non-small cell lung cancer. Pembrolizumab blocks the function of a protein called programmed cell death receptor-1 (PD-1). PD-1 works by keeping the immune system from destroying cancer cells. Stopping PD-1 from working may help the immune system to fight cancer cells. Cyclophosphamide is chemotherapy drug that is approved for the treatment of various cancers alone and in combination with other drugs.