Though I have received a 'missed call' alert just after missing one, I can't see how to call up a list of recently missed calls - the 'Call log' only shows a list made calls, with no other options, and 'Phonebook' doesn't hold a list either.
Open Menu then go to Call log. Check for the calls with exclamation point: click here to see what the icons meant in Call log.
Note: For multiple calls related to the same number, only the most recent call is saved.