Alexandra Brooke Douglass, the daughter of Mr. and Mrs. Robert Royal Douglass of Greenwich, Conn., was married yesterday to Emilio Ocampo, the son of Stella Mihanovich de Etchebarne of Buenos Aires and the late Emilio Ocampo Alvear. Msgr. Eugene Clark performed the ceremony at the Church of St. Ignatius Loyola in New York. Mrs. de Ocampo, 29, is known as Brooke. She is a client advisory representative at Sotheby's, the auction house in New York. She graduated from Duke University. Her father, a former counsel and secretary to Gov. Nelson A. Rockefeller, is the chairman of Cedel, the international securities clearing and settlement house in Luxembourg, and is of counsel to Milbank, Tweed, Hadley & McCloy, the New York law firm. Her mother, Linda L. Douglass, is an interior designer in Greenwich.