Missed approach: a published procedure starting from the missed approach point, usually terminating at a holding fix.
Go-around: The physical act of transitioning from a descent to a climb. Maybe to initiate a missed approach procedure, or maybe just a rejected visual landing, pehaps due to overshooting.
Overshoot: You are going to end up beyond the point you are aiming for. May result in a go-around or as HF said looking up into a ditch.
Rejected landing: Decided not to land and thus probably did a go-around.