Is it possible to connect two headphones to the phone without any splitter? I need to connect two headsets to my smartphone. I know that I can't do it via Bluetooth, but maybe its possible to connect one via Bluetooth and another via audio jack?
You can do it even via Bluetooth. Just search for proprietary Bluetooth technology ShareMe. For example:
http://www.cnet.com/news/get-two-pair-of-shareme-bluetooth-headphones-for-56-98/
http://www.amazon.com/ShareMe-Bluetooth-Headphones-Wireless-Technology/dp/B0152GBS66

ShareMe technology lets you to stream music wirelessly to another ShareMe equipped headphones.