Many of the new prefabricated, metal fireboxes don't even require a chimney. Only if the fireplace is meant to be wood burning is there a need to vent smoke up and out. If it's solely a gas-burning fireplace, a direct vent (directly outside behind the fireplace) or a no-vent solution works just fine.
There's no need to feel uncomfortable with a no-vent fireplace — think of it as a gas appliance, like a stove. These fireplaces can burn the gas so efficiently that no venting is needed. Just make sure to install the fireplace in accordance with all local building codes and the manufacturer's specifications.
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