The model is the Document object that the JComponent has a reference to. The Document object is accessible by calling the method: JComponent.getDocument().
The controller is embedded in Swing. The Swing controller calls your listeners as needed once your listeners are registered with the Swing controllers.
The software that I'm working on has a second MVC architecture that I built on top of the Java API.
In this higher-level MVC, I consider the window as a whole as my view.
I consider my Model object as my model. My model object is merely a collection of field models.
I still consider Swing to be the controller, but at the higher-level, I let Swing work automatically once it is set up and only respond to higher-level events that are applicable to the entire window such as "Save".