Something strange happened:
I closed my macbook pro while using windows 10
When I opened it again it didn't wake up for a while so I forced it to shut down by pressing the power button for 10 seconds
I gave up and went for 2 days of vacations, instead of being angry.
I just came back from vacations (after two days) and everything works fine.
Today nothing works, it is impossible to find the SSD, even when I try OS X Recovery over the Internet Disk Utility does not find the SSD (just a drive of about 1.28 Go where the OS X recovery is installed). I tried reseting the NVRAM and the SMC without any luck.
Is it necessarily a disk failure?
It's not a disk failure since I installed my SSD into a friend's Macbook Pro (same model: retina 15" late 2013, 2.3Ghz) and it works properly. I also tried to insert his SSD into my Macbook Pro and it is not recognized.
I returned my computer to an Apple reseller...