Q:

Help with the creation of this special table

I will post down here the tableI need to create in LaTeX.
I actually have no clue with how to proceed. I only know basics tables codes.
Any help will be really appreciated! 
P.s. I drew here a sample. I need actually more than three $\alpha$ cells and more than nine $t$ cells,but that won't be a problem of course: I will extend the code.
Thank you!!

About the size: I would like for the table to be quite large. 
Not a landscape mode, but let's say $18$ cm in length. The height will depend upon how many $t$ and $\alpha$ I will put inside! 

A:

\documentclass{article}
\usepackage{multirow}
\begin{document}

\begin{table}[htb]
\centering
\caption{Title here}
\label{my-label}
\begin{tabular}{|c|c|c|c|}
\hline
\multirow{9}{*}{$\sum_kf(k,\alpha,t)$} & \multirow{3}{*}{$\alpha=1$} & t=0.1 & 0.123456789   \\ \cline{3-4} 
                                       &                             & t=0.5 & 1.04400440    \\ \cline{3-4} 
                                       &                             & t=0.9 & 2.71828182845 \\ \cline{2-4} 
                                       & \multirow{3}{*}{$\alpha=2$} & t=0.1 &               \\ \cline{3-4} 
                                       &                             & t=0.5 &               \\ \cline{3-4} 
                                       &                             & t=0.9 &               \\ \cline{2-4} 
                                       & \multirow{3}{*}{$\alpha=3$} & t=0.1 &               \\ \cline{3-4} 
                                       &                             & t=0.5 &               \\ \cline{3-4} 
                                       &                             & t=0.9 &               \\ \hline
\end{tabular}
\end{table}

\end{document}

If you need a more readable version, consider using the booktabs package:
\documentclass{article}
\usepackage{multirow,booktabs}
\begin{document}

\begin{table}[htb]
\centering
\caption{Title here}
\label{my-label2}
\begin{tabular}{ccl}
\toprule
 $\alpha$  & $t$   &  $\sum_kf(k,\alpha,t)$ \\ \midrule
 1         & 0.1   &  0.123456789           \\ 
           & 0.5   &  1.04400440            \\ 
           & 0.9   &  2.71828182845         \\ \midrule
 2         & 0.1   &                        \\  
           & 0.5   &                        \\  
           & 0.9   &                        \\ \midrule 
 3         & 0.1   &                        \\ 
           & 0.5   &                        \\  
           & 0.9   &                        \\ \bottomrule
\end{tabular}
\end{table}

\end{document}

A:

Taking partly into account an odd number of grouped rows, here a way, with multirow, array, caption and siunitx for the numbers alignment on the decimal dot in the last column.
\documentclass{article}

\usepackage[table]{xcolor}
\usepackage{multirow, array, caption}
\usepackage{siunitx}

\begin{document}

\begin{table}[!htb]
  \sisetup{table-format =1.11, table-number-alignment=center}
  \centering\setlength\extrarowheight{2pt}
  \caption{Title here}$ \begin{array}{|*{3}{c|}>{\color{red}}S|}%
  \hline
  \multirow{9}{*}{$ \sum_k f(k, \alpha, t) $}
  & & t = 0.1 & 0.123456789 \\
  \cline{3-4}  %
  &  \alpha= 1  & t = 0.5 & 1.04400440\\
  \cline{3-4}%
  &  & t = 0.9 & 2.71828182845 \\
  \cline{2-4}%
  & &t = 0.1 & 0.123456789\\ %
  \cline{3-4}%
  & \alpha=2  & t = 0.5 & 1.04400440\\
  \cline{3-4}%
  &  & t = 0.9 & 2.71828182845 \\
  \cline{2-4}%
  & &t = 0.1 &   \\
  \cline{3-4}%
  &  \alpha=3  & t = 0.5 &  \\
  \cline{3-4}%
  &  & t = 0.9 &  \\
  \hline%
  \end{array} $
\end{table}

\end{document} 

A:

I assume it's important that the material in the first column be displayed in the blue and the material in the final column be displayed in red. I would also like to suggest you use an array environment since it looks like all contents should be rendered in math mode. 
The following solution gets by without any \multirow directives.

\documentclass{article}
\usepackage{array} % for '\extrarowheight' macro
\usepackage{xcolor}% for '\color' macro
\begin{document}
\[
\setlength\extrarowheight{2pt} % provide for a slightly more "open" look
\begin{array}{| >{\color{blue}}c | c | c | >{\color{red}}c |} \hline
                     &          & t=0.1 & 0.123545 \\ \cline{3-4}
                     & \alpha=1 & t=0.5 & 1.044044 \\ \cline{3-4}
                     &          & t=0.9 & 2.718281 \\ \cline{2-4}
                     &          & t=0.1 & \ldots   \\ \cline{3-4}
\sum_k f(k,\alpha,t) & \alpha=2 & t=0.5 & \ldots   \\ \cline{3-4}
                     &          & t=0.9 & \ldots   \\ \cline{2-4}
                     &          & t=0.1 & \ldots   \\ \cline{3-4}
                     & \alpha=3 & t=0.5 & \ldots   \\ \cline{3-4}
                     &          & t=0.9 & \ldots   \\ \hline
\end{array}
\]
\end{document}

