I have a dataset of points (latitude, longitude, value) and i want to create a Geotiff file from these points.
latitude,longitude and the value are float32 numbers
I want to generate a custom raster that interpolate over those points.
I want to obtain a grid as in the link above and for every point in the grid have a value (computed from original points with some kind of interpolation i guess)
The tutorial you pointed in your question is the theory behind gdal_grid utility:
Check the bottom of the page for examples of how to interpolate a geotiff from scattered data.
For how to use in python: