final and finally are keywords in java whereas finalize is a method.
final keyword can be used with class variables so that they can’t be reassigned, with class to avoid extending by classes and with methods to avoid overriding by subclasses, finally keyword is used with try-catch block to provide statements that will always gets executed even if some exception arises, usually finally is used to close resources. finalize() method is executed by Garbage Collector before the object is destroyed, it’s great way to make sure all the global resources are closed.
Out of the three, only finally is related to java exception handling.