Dose Dense Paclitaxel With Pembrolizumab (MK-3475) in Platinum Resistant Ovarian Cancer

Pembrolizumab: 200 mg, every (Q) 3 weeks, via intravenous (IV) infusion, until progression or toxicity (or up to 24 months). The first cycle will begin on day 8.

Paclitaxel: 80 mg/m\^2, Q week for 3 weeks, via IV infusion, until progression or toxicity (or complete response if at least 6 cycles, at the discretion of the investigator and participant). Cycle 1 will have an extra lead in week (4 weeks total) with Paclitaxel only on week 1.