Currently most popular, as I understand it, is the hydrothermal vent hypothesis, which uses the energy gradient provided by the heat from underwater hydrothermal vents as the motive power for the kind of self-assembly required and uses things like RNA, which still today creates its own transcriptive mechanism as well as several other utility enzymes, but the basic requirement is an energy gradient - beyond that, an awful lot of the chemical precursors to life seem to be self-assembling in the right conditions.
Now, if you want to argue about where exactly that transitions from self-propagating chemistry to actual Life occurs, that's a question for the philosophers - things get a bit muddy at that scale, but mechanistically, I'm not aware of a "missing link" in the early story of life.